Footprint chart
Also called: Order flow chart, Bid × ask chart, Cluster chart, Footprint candle
In short. A footprint chart is a candlestick opened up to show, at every price inside the candle, how many contracts traded at the bid and how many at the ask. Each cell is one price level: left number sold at the bid, right number bought at the ask. The chart adds the delta per candle and highlights imbalances between a bid and the ask one tick above.
Reading a footprint: a candle that closes up with a strongly positive delta is aggressive buying; a candle that closes up on negative delta is buying absorbed into selling (a warning). Stacked imbalances at the top of a move without follow-through are exhaustion.
Variants: bid × ask (the default), delta only, volume only, and profile view (volume per price across several candles). Cell colours scale with volume so the eye finds the heavy prices first. DeepChartsOFF draws the footprint from the raw trades of its data feed.
The article 'Reading a footprint chart' on this site goes cell by cell with screenshots; the glossary entries for delta, imbalance and absorption cover each component.
Questions traders ask
What is Footprint chart?
A footprint chart is a candlestick opened up to show, at every price inside the candle, how many contracts traded at the bid and how many at the ask. Each cell is one price level: left number sold at the bid, right number bought at the ask. The chart adds the delta per candle and highlights imbalances between a bid and the ask one tick above.