Volume Acceleration
Quick Reference
| Property | Value |
|---|---|
| Dimension | signal |
| Category | order_flow |
| Version | v0.9.0 (Beta) |
| Output Column | volume_acceleration |
Volume acceleration: volume - prev(volume) - rate of change in trading activity intensity
Formula
diff(volume, 1)
CDM Inputs
| Column | CDM Table | Description |
|---|---|---|
volume | cdm_* | CDM source table |
Parameters
This FeatureType has no configurable parameters.
Output
Column: volume_acceleration
Change in trading volume from previous observation
Market Intuition & Trading Rationale
Volume Acceleration is a order_flow FeatureType in the signal dimension. It captures volume acceleration: volume - prev(volume) - rate of change in trading activity intensity
Volume acceleration measures the rate of change of trading activity: diff(volume, 1). It's the first derivative of volume — positive acceleration means volume is increasing (activity is picking up), negative means volume is decreasing (activity is fading). Volume acceleration often leads price acceleration: traders rush in before the price moves, so volume spikes precede price spikes.
Acceleration is more informative than raw volume because it captures the change in activity, not the level. A market can have high volume but zero acceleration (steady, heavy trading) or low volume but positive acceleration (activity suddenly picking up from a quiet baseline). The latter is often the more actionable signal — it indicates something new is happening.
Usage Cases
- Pre-breakout detection: Positive volume_acceleration with stable price = accumulation before a breakout. Traders are positioning ahead of the move. Enter in the direction of concurrent OFI or trade_sign.
- Momentum exhaustion: Negative volume_acceleration during a strong trend = the trend is losing participation. The price may continue on inertia, but the fuel is running out — tighten stops.
- News reaction assessment: After a news event, monitor volume_acceleration. A spike that immediately decays (negative acceleration) = the news was priced in one burst. Sustained positive acceleration = the news is triggering a cascade of reactions.
YAML Definition
name: volume_acceleration
description: 'Volume acceleration: volume - prev(volume) - rate of change in trading
activity intensity'
category: order_flow
version: v0.9.0 (Beta)
dimension: signal
status: Pre-release
required_inputs:
- volume
output_column: volume_acceleration
output_description: Change in trading volume from previous observation
parameters: {}
formula: diff(volume, 1)