Footprint Chart Guide — Bid×Ask, Delta, Volume at Price
Footprints visualize executed volume per price inside each bar. They reveal Bid×Ask pressure, Delta (Ask−Bid), and Total Volume density. Paired with timeless bars (Renko, Range, Tick/Volume), they add execution clarity: who traded, where, and how strongly.
Footprint charts are part of volume-by-price analysis: instead of summing trades over time, they sum individual trades by price level inside a bar. This turns raw order flow into readable structure—acceptance, rejection, and initiative vs. responsive activity.
What Is a Footprint?
A footprint (cluster) displays price levels as stacked cells inside a bar, with each cell showing per-price metrics. Typical fields:
- Bid volume: Executed at bid (aggressive sellers).
- Ask volume: Executed at ask (aggressive buyers).
- Delta: Ask − Bid (net buying vs. selling aggression).
- Total Volume: Bid + Ask (overall participation density).
Example: if 2,100 contracts traded at 4200.00 and only 120 at 4200.25, the auction accepted 4200.00 more. Delta tells you which side initiated those trades; Bid×Ask split shows how the prints were distributed.
Footprint Data Visualization
Bid × Ask (Split)
Shows two values per price (Bid | Ask) for a direct read of which side lifted/pressed at each level. Great for spotting one-sided sweeps, absorption at levels, and sequence strength.
In addition to the numbers, platforms often render a split micro-profile (Bid on one side, Ask on the other) or a heatmap/gradient indicating pressure intensity. Some layouts color a volume profile by bid/ask bias.
Total Volume (Bid + Ask)
Aggregates both sides to show participation density per price. Useful to find high-volume clusters (potential absorption or balance) and thin pockets where price moved easily.
Beyond totals, it’s commonly displayed as a vertical micro-profile or gradient. Many layouts overlay color from another source—e.g., delta over volume—to pair participation with side dominance.
Delta (Ask − Bid)
The net difference between buying and selling aggression at each price. Positive = buyers lifting; negative = sellers hitting. Useful to confirm initiative pushes and locate fading moves.
Typically visualized as numeric cells, a delta micro-profile, or a color-weighted profile/heatmap.
Hybrid / Double Footprint
Combine two sources on one candle—e.g., Volume left and Delta right, or Bid×Ask split with Total Volume. This compresses where it traded and who dominated into a single view.
Some platforms extend hybrids with overlay heatmaps (e.g., volume bars colored by delta magnitude).
Reading Footprint Charts
Diagonal Bid × Ask
Compare Ask at price N to Bid at price N−1 (the diagonal). Rising diagonal dominance (Ask > lower Bid) suggests buyers “walking it up.” Falling diagonal dominance (Bid > higher Ask) suggests sellers “walking it down.”
Bid × Ask Imbalance (Single Level)
Flag a cell when one side overwhelms the other (e.g., Ask ≥ 3× Bid, or inverse). Effective around breakouts, LVNs, and prior extremes—continuation when fresh imbalances carry through, potential absorption when repeated imbalances fail to push price.
Stacked Imbalances
Consecutive imbalances aligned across prices indicate strong initiative flow. More stacked levels generally imply stronger intent; lack of progress after stacking can hint at absorption or trapped traders.
Why Footprints Pair with Timeless Bars
Timeless price charts (Renko, Range, Tick/Volume) form on movement or activity, not the clock. Footprints align micro execution detail (who traded where) with macro structure (why the bar formed), making absorption, initiative, and transitions stand out at swing points, breakouts, and retests.
Practical Setup & Parameters
- Tick quality: Accurate footprints depend on precise tick data (feed, timestamping, aggregation).
- Resolution: Use sensible bar sizes (range/renko) to avoid over-fitting micro-noise.
- Imbalance factor: Common thresholds are 2×–4×; tune by instrument/liquidity.
Key Takeaways
- Footprints convert raw order flow into per-price structure inside each bar.
- Read Bid×Ask for initiative pressure, Delta for net aggression, and Total Volume for participation density.
- Hybrid layouts pair where it traded with who dominated in one view.
- On timeless bars, footprints sharpen execution at swings, breakouts, and retests.