Footprint#
Buy and sell volume at every price level inside each bar, so you can read the order flow that built the candle. Footprint is a chart type, so you turn it on from the chart-type menu rather than the indicator picker.
TODO: screenshot of a footprint chart, showing the per-level buy and sell volume and the point of control.
What it shows#
A footprint bar breaks each candle into price levels and shows the buy versus sell volume at each one. It marks the point of control (the busiest level in the bar), the bar's delta (net buying minus selling), imbalance (where one side dominates), and an optional value area. It reveals more detail as you zoom in, from a single volume bar out to the full per-level numbers.
How to read it#
Footprint shows where inside a bar the trading actually happened. A point of control that keeps rising bar to bar shows buyers in control, and stacked buy imbalances into a high can mark a strong push or absorption. A large positive delta on a bar that failed to make a new high is a warning that the buying was absorbed. Use it to see whether a move was driven by real two-sided flow or by thin, one-sided prints.
Turning it on#
Footprint is a chart type. Open the chart-type menu in the toolbar and pick Footprint (under Volume), then set the cells, imbalance threshold, value area, and colors in the Footprint settings. See Chart Types for the full list of chart types.
Footprint needs per-trade data to be exact. When a market does not have it, or the first fetch is still loading, footprint shows a dim total-volume placeholder and a small note that it is estimated, rather than inventing cells. That way you never read estimated volume as real order flow.
Back to Indicators.