Footprint chart: bid × ask, delta and imbalances
Read captured executions at each price inside the chart, with POC, value area and bar summaries.
Select Footprint
Open Chart style in the chart toolbar and choose Footprint. Auto detail shows candlesticks when bars or tick rows are too compressed and switches to Footprint when horizontal and vertical zoom provide room for the numbers. Fit chart restores the wider overview. Detail mode can also force Footprint or Candles. Ticks per row groups price levels; it does not replace the chosen time or tick-bar interval. Drawings, indicators and existing order overlays use the same price geometry.
Data and coverage
Footprint uses actual captured executions assigned to each displayed bar. Provider candle OHLC and volume cannot reconstruct bid/ask detail: bars with no executions show No trades. Partial coverage is labelled. Unknown aggression contributes to total volume but not delta. Synthetic price bars have no reconstructed footprint. Tick, volume and range bars use their own assigned executions; a split volume-bar trade is counted only in its assigned pieces.
Settings
Open Footprint settings or Chart settings → Footprint. Choose Bid × Ask, Delta or Volume, ticks per row, imbalance ratio, minimum imbalance size and stacked levels. Toggle POC, value area and bar summaries. The orange outline marks the highest-volume row; equal POCs select the lower price. Value area expands from POC toward larger neighboring occupied rows until the chosen volume percentage is reached.
Read the cells and summary
Bid-side sell executions appear left and ask-side buys right. Diagonal imbalances compare ask size with bid one row lower, and bid size with ask one row higher. Zero-side comparison is optional and off by default. Consecutive imbalance rows receive a side marker. V is captured volume, Δ is buy minus sell and CΔ is cumulative captured delta; it resets after an empty bar. Hover a bar to inspect its totals, unknown volume, POC and value-area bounds.
Reference scope
This is an EdgeX browser-native adaptation of the footprint concept from the supplied MIT-licensed FootprintOrderFlow reference. NinjaTrader runtime, OrderFlow+ data and the reference indicator’s Predator/strategy signal grid are not included. Footprint markers describe captured activity, not automatic trade instructions.
Still need a hand?
Get in touch with the EdgeX team.