
The footprint (Deep Prints)
Inside every candle: how much was bought and sold at each price.
A candle gives four prices. The footprint shows, at every price, volume split between aggressive buys at the ask and aggressive sells at the bid. DeepCharts builds it from the MBO feed, so the aggressor side of each trade is exact rather than estimated.
Use it to read aggression at entry and see whether a move is backed or fading.
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