Footprint Chart
Order Flow Analysis glossary · Footprint & Delta Analysis
Definition
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.
Footprint Chart in plain English
A footprint chart is a supercharged price chart that shows you, at every single price, how much was bought aggressively versus sold aggressively — the stuff a normal candlestick chart hides. Think of a regular chart as a box score that only tells you the final result, while a footprint is the play-by-play showing who was pushing at each moment. Each row reads [Bid Vol];Price;[Ask Vol], so a row of 342;1945.50;518 means at that price 342 contracts were sold into waiting buyers and 518 were bought from waiting sellers — letting you see the tug-of-war instead of just the score.
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