The footprint
What the footprint bar shows and how to customise its cells and statistics.
The footprint shows the volume executed at bid and ask for every price level inside each bar: it is the fine-grained read of order flow.
What each cell shows
From the footprint settings tab you choose the cell content: Bid×Ask, Volume, Delta, Delta%, or Bid/Ask only. You can also colour the cell background by volume, delta or aggressor side.
POC and Value Area
The footprint can highlight the POC (the highest-volume level) and the Value Area (the area holding 70% of the volume, with VAH and VAL).
Bar statistics
An optional box shows, for each bar, volume, delta, delta max/min and cumulative delta, useful for comparing pressure between candles.
Row aggregation
Rows aggregate automatically or at a fixed step (ticks per row), to fit the footprint’s density to the instrument and the zoom level.