Footprint Chart

Order Flow Analysis Glossary

A chart that displays, for each bar, the volume traded at every price level split into bid and ask components — also called an order flow chart, volume footprint, or bid/ask volume chart. The standard layout is [Bid Vol];Price;[Ask Vol], so a row reading 342;1945.50;518 means 342 contracts sold aggressively into the bid and 518 contracts bought aggressively from the offer at 1 945.50. The footprint exposes the bid/ask composition of volume that a candlestick chart collapses into a single OHLC summary.

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