Volume Footprint

A Volume Footprint chart keeps the candles and fills each one with the volume traded at every price level inside it. A regular volume histogram tells you how much traded during a bar; a footprint tells you where inside the bar it traded, and which side was doing it.

The on-chart panel

When the chart type is Footprint, a panel sits on the chart itself, so the settings you change most never need the settings window:

• Row size — the button cycles through Auto, Auto Merge, and Manual (see Row Size). In Manual a field appears next to it for the row size.
• Filters — shows the colors of your active filters. Click it to open the filters, or to add the first one if you have none.
• Eye — shows or hides the footprint.
• Gear — opens the full footprint settings: everything below, including Stacked Imbalance and Unfinished Auction.

What each cell shows

Every candle is split into price rows, and each row carries the volume that traded at that price. Footprint Type in the settings decides what the numbers represent:

• Buy and Sell — buying and selling volume side by side, so you can see which side was more aggressive at a given level.
• Total Volume — all the volume traded at that price.
• Delta — the difference between buying and selling.

Color intensity follows the volume: the heaviest rows are the brightest, so the concentrations stand out before you read a single number. This is Color Normalization in the settings, on by default; switch it off to draw every row at the same intensity.

Display

• Cluster — the numbers sit inside each candle, centered in their rows. This is the classic footprint read: exact volumes at every price, and the view a new footprint chart opens in.
• Profile — each candle is drawn as a small horizontal histogram. It is easier to scan when you are zoomed out and care about shape rather than exact figures.

Zooming out. As the chart shrinks, the numbers get smaller until they reach a minimum size. On Auto Merge, neighbouring price rows then merge, so the footprint stays readable instead of turning into overlapping text, and split again when you zoom back in. On Auto and Manual the rows keep their size.

Profiles

The price-row settings live in one section, named Clusters in the Cluster display and Profiles in the Profile display:

• Row Size — how much price one row covers. See Row Size.
• Colors — the colors of the buy and sell sides.
• Color Normalization — row brightness by volume.
• POC — the point of control, the row with the most volume, and its color.
• Labels — the volume numbers in the rows, shown or hidden.
• Infobox — a summary under each bar: buy and sell volume, total volume, and delta. It hides when the bar is too narrow to fit it.

Row Size

Smaller rows give a finer footprint; larger rows gather the flow into fewer, denser levels. There are three modes: In Manual the field is labeled Levels per Row, and its value is a price: 10 on BTC/USDT means each row covers $10. The arrows step by the smallest size the data supports. That minimum depends on the instrument and the timeframe, and is usually larger on higher timeframes. If the data cannot provide the size you typed, the chart uses the nearest larger size and shows that value in the field. Scroll over the field, or hold Alt and scroll over the chart, to change the size by the same step.

Value Area

The Value Area is the price range that holds the bulk of a candle’s volume. Its dashed lines are shown by default; hide them with the eye next to Style, and set the Ratio (70% by default). VAL/VAH marks adds arrow markers at the low and high of the area. The marks are off by default, so only the lines are drawn. It is the same idea as the value area on a TPO chart.

Imbalance

Imbalance highlights the rows where one side clearly outweighed the other, instead of leaving you to compare the numbers yourself. The comparison is diagonal: buy volume in a row is measured against sell volume one row lower, and sell volume against buy volume one row higher. That matches how trades happen, because buyers lift the ask and sellers hit the bid one step below.

• Ratio (300% by default) — how many times the stronger side must exceed the other.
• Threshold — the minimum volume on the stronger side. Smaller rows are treated as noise and never marked.
• Style — the colors for the buy and sell side.

Quick presets fill in the common values: Ratio at 150, 200, 300, or 400%, and Threshold either off or at the 25th, 50th, or 75th percentile of the cells on screen. Each Threshold preset shows the volume it sets, such as ≥ 6K. When you first open a footprint, Threshold is filled in from the cells on screen, so it differs from one instrument to another. Once you change it, your value stays.

Stacked Imbalance

One imbalanced row can be noise; several in a row show one side pressing through a range of prices. Stacked Imbalance marks a run of consecutive imbalanced rows on the same side and draws a zone from that bar to the right. It is off by default. Turn it on with the eye next to Stacked imbalance in the Imbalance section. It uses the Imbalance settings above, so it only works while Imbalance itself is on.

• Levels in a row — how many imbalanced rows in a row make a zone: 2, 3, 4, or 5 (3 by default). A longer run is rarer and stronger.
• Style — the zone colors. They match the imbalance colors by default.
• End level when and Keep ended levels — see When a level ends.

An open zone runs to the price scale. To keep the chart readable, zones that started more than 50 bars before the left edge of the screen are not drawn. With a low Ratio or a small Levels in a row value, an active market produces many zones. If the chart fills up, raise Levels in a row or Threshold.

Unfinished Auction

An auction normally finishes when one side stops trading at the bar’s extreme. When both buyers and sellers still traded at the high or the low of a closed bar, the auction there is considered unfinished. Many order flow traders watch these levels for a retest. Unfinished Auction marks them: purple at the high, yellow at the low. It is off by default.

• Min volume per side — how much each side must have traded for the level to count, with the same percentile presets as Threshold.
• End level when and Keep ended levels — see When a level ends.

How it is measured. The check reads the price row that contains the bar’s high or low, not the single extreme price. With a large row size, or on Auto Merge when zoomed out, that row covers many prices and both sides have almost always traded in it, so most bars get a mark. For a meaningful signal, use a small row size and set Min volume per side.

When a level ends

Stacked Imbalance zones and Unfinished Auction levels have the same lifetime settings, set separately for each:

• End level when — price touches it (the default), a bar closes beyond it, after 10, 20, or 50 bars, or never.
• Keep ended levels — leaves ended levels on the chart as dashed lines instead of removing them. Off by default.

Filters

Filters recolor the rows whose numbers fall within a range you set, so only the prints you care about stand out. Click Add Filter and set it up:

• Filter — the color for the matching rows and the value to read. With Footprint Type set to Buy and Sell: Volume, Buy Volume, Sell Volume, or Delta. With Total Volume or Delta: Volume or Delta.
• Range — the Min and Max bounds. Only a Delta filter accepts negative bounds, and only with Absolute Value off.

Percentile presets under Range fill a bound from what is on screen: P25, P50, P75, P90, or P95 of the visible cells. P95 is the value only the top 5% of visible cells reach, so a Min of P95 colors just the largest prints. Hover a preset to see its value, such as “9K · top 75% of visible cells” for P25. It goes into the field you last clicked, Min by default. You can add up to five filters, and drag them by the handle to change their order. The eye icon hides a filter without removing it, and the trash icon deletes it. Filters look at the original price rows, not at the merged ones you see when zoomed out, so a merged row can carry more than one filter color. The rest of the panel — Canvas, Security Label, and Scales — works the same way as for the other chart types; see Chart settings.

Bar Stats

Bar Stats is a built-in order flow indicator that adds a pane under the chart with a row for each metric and a column for each bar. Add it from the f icon like any other indicator. Hover a column to see the bar’s exact values, such as the POC volume and its price. Metrics: Volume, POC Volume, Delta, Delta %, Cuml. Delta, Max Delta, Min Delta, Delta Change, Buy Volume, Sell Volume, Trades, Buy Trades, and Sell Trades. Turn each one on or off with its eye, and set its colors. How it is drawn:

• Cell style — Fill, Dots, or Columns.
• Coloring — By strength or Solid.
• Normalize over — All loaded bars or only the Visible ones.
• Show values — the numbers in the cells, shown or hidden.

Under Inputs, Row Size and Levels per Row work as they do on the footprint (see Row Size). The pane’s title shows the inputs in use: Bar Stats (AUTO, AUTO, 1) by default.

How to read it

• Wide or bright rows inside a candle mark the prices where the market did most of its business.
• A lopsided buy/sell split, especially a flagged imbalance, shows which side was leaning on the market at that level.
• A stacked imbalance zone or an unfinished auction is a reference level, not a signal. Watch how price reacts when it returns there, and confirm with your own levels.
• Heavy rows at the same price across neighboring candles show where the market kept doing business. Compare them with your support and resistance zones to judge whether a level was defended or absorbed.

Alerts on footprint values

Alerts run on price and on indicators, so footprint numbers reach an alert through Delta Vol, a built-in indicator that reads the same footprint data (see Order flow indicators). It draws each candle’s delta as a column colored by sign, or buy and sell volume as opposite columns. Alerts on Stacked Imbalance zones and Unfinished Auction levels are not available yet.

1. Add Delta Vol to the chart from the f icon.
2. Right-click the chart and choose Create Alert on Delta Vol (DELTA), or pick Delta Vol (DELTA) as the Source in the Create Alert form.
3. Choose the value, such as Delta, then the criterion and the target — for example, delta crossing zero.

See Alerts for the conditions you can set and where notifications go.

Availability

Volume Footprint needs trade-level data, so it is not available for every instrument — Pepperstone and Exness instruments carry no footprints. It is offered on timeframes of 1 minute and up, not on seconds or ticks. Settings, chart sharing, and chart sync work like they do for the other chart types. See also: Chart Types for the full list and how to switch between them.