Order flowFootprint
Footprint
Buy and sell volume per price level in each candle, with POC, imbalances and candle statistics.
The footprint opens up every candle: instead of just open, high, low and close, you see how much was aggressively bought and sold at each price level. “Aggressive” means by market order: a buy lifts the offer (ask), a sell hits the bid.
The footprint is part of Pro and runs on cryptocurrencies. For other symbols the entry says “… has no trade data.”
Turn it on
- Top bar → Chart type → group ORDERFLOW → Footprint.
- Or Top bar → Indicators → Order flow tab → Footprint → + Add.
Both routes lead to the same picture: the footprint replaces the candles. If the candles are too narrow when you turn it on, the chart zooms to about 72 pixels per candle. If they get narrower than about 30 pixels, the footprint draws normal candles and shows the note “Footprint: zoom in with the mouse wheel”.
To open the settings, double-click the Footprint row in the legend or use its gear.
How a candle is built
- On the left, a narrow bar with the candle's body and wick.
- Next to it, one row per price level. In the Bid × Ask view, the sell volume is on the left (red) and the buy volume on the right (cyan). The stronger the color, the more volume.
- The numbers appear as soon as the rows are tall enough and the candles wide enough. Zoom in for this. Quantities are in the coin unit, so BTC for Bitcoin.
- The level with the most volume, the POC (point of control), has a yellow border.
- Below the candle are its delta (buy minus sell, with sign, cyan or red) and its volume.
When you hover over a candle, the legend shows Δ (delta) and Vol (volume) of that candle.
Imbalances
An imbalance is a strong difference between buyers and sellers across two neighboring levels. The footprint compares diagonally, as is customary:
- Buy imbalance: The buy volume of a level is more than three times the sell volume one level below. It gets a cyan stripe at the right edge.
- Sell imbalance: The sell volume of a level is more than three times the buy volume one level above. It gets a red stripe at the left edge.
So that small numbers do not stand out, an imbalance only counts if its volume makes up more than 1.2% of the whole candle. The numbers of an imbalance are fully bright, the rest slightly dimmed. Only the Bid × Ask view shows imbalances.
Settings
| Setting | What it does | Default |
|---|---|---|
| Appearance | Bid × Ask: sell and buy separately. Delta: buy minus sell per level. Volume: total volume per level | Bid × Ask |
| Tick size | Height of a level: Auto or fixed at 5, 10, 25, 50, 100, 250 (in the quote currency) | Auto |
| Imbalances (300%) | Mark buy and sell imbalances | on |
| POC per candle | Yellow border around the level with the most volume | on |
| Bar stats (delta, volume) | Delta and volume below each candle | on |
Auto chooses the levels so that a row is about 15 pixels tall, and adjusts them as you zoom. The smallest level is about 0.01% of the price, $10 for Bitcoin.
Candles without complete data
- Candles with no footprint data are drawn by the footprint as a normal candle, not as an empty footprint.
- A candle with only some of the trades shows its rows dimmed, without POC and without imbalances. Delta and volume do not appear below it, because they would present a part as the whole.
If you pause live data (super search, “Pause live data”), no new trades reach the running candle.