How to read a footprint chart, cell by cell

What a footprint chart shows

A footprint splits each bar by price. At each price it prints what traded during the bar, split in two: contracts sold at market, which hit the bid, and contracts bought at market, which lift the offer. That’s the bid × ask view. Vendors don’t all call it the same thing: Numbers Bars at Sierra Chart, “also known as” Footprint¹, Volumetric Bars at NinjaTrader², Cluster chart at Quantower³.

The same footprint can be drawn another way. In delta mode, each price shows the delta (bought at market minus sold at market) and the total volume. Both screenshots below use that mode: delta on the left of each cell, volume on the right.

Reading a cell: bid × ask and delta per price

Take the most aggressive selling bar in the screenshot below, the one that closes at −642 delta on 3,132 contracts. At 7,775.00 the cell shows −123 on the left and 427 on the right: 427 contracts traded at that price, 123 more sold than bought. In bid × ask, the same cell reads 275 × 152: 275 sold at market, 152 bought.

One cell on its own says little. What matters is where it sits: at the top of a rising bar, at the low of a wick, on the session POC. Here the heavy selling lands on the session POC, 7,775.00, the orange line.

Under the bar: delta, Δ max, Δ min

The bar’s delta sums up the fight at the close. Δ max and Δ min tell you how it got there: the highest and lowest delta reached during the bar. Two bars at +100 delta don’t tell the same story if one of them went to −200 first.

In the next screenshot, the first bar closes at +578, with a Δ max of 594 and a Δ min of −11: buyers led from the first contract to the last. Five bars later, a bar closes at −347 with a Δ min of −347: it closes on its worst delta, sellers were still pressing in the last second. The bar after that closes at −427, Δ min −443.

Then comes the bar that turns: Δ min −199, close at +101, and the widest range on the screen (5.75 points). Sellers pushed early in the bar, buyers took it all back before the close. Without the Δ min, you’d only see a slightly bullish bar.

Large trades

A footprint adds things up. One 150-lot order and 150 one-lot orders make the same cell. Large trades pull that information back out of the sum: in the screenshot they are circled, with their size. The first bar lines up three on the buy side (102, 100 and 117 lots) in a move up. Further on, the −427 bar stacks four on the sell side at the bottom of the bar (141, 96, 97 and 98 lots).

TurningTrade’s footprint shows bid × ask, large trades, and Δ max / Δ min under the bar. Settings are covered in the Help Center.

Footprint imbalance is read on the diagonal

An imbalance flags a price where one side overwhelmed the other. You don’t compare the two numbers of the same cell: a market buyer lifts the offer, which sits one tick above the bid. So Sierra Chart compares the bid volume at one price with the ask volume at the next price up¹. NinjaTrader makes the same diagonal comparison, with a ratio of 1.5 and a minimum delta of 10 by default². Quantower has a dedicated cluster type, “Imbalance”, with bid sells on the left and ask buys on the right³.

Several imbalances stacked on consecutive prices, on the same side, mark a zone where aggression was repeated. Traders often use them as a reference when price comes back: the zone holds, or it gives way.

Absorption: heavy selling, no drop

Absorption is when one side hits hard and price doesn’t follow. Sellers send hundreds of contracts at market over two or three prices, and price doesn’t move one more tick. Someone on the other side took it all with limit orders.

In the large-trades screenshot, the sequence comes close: two heavy selling bars, four large sell trades at the bottom of the bar, then the bar that goes to −199 and closes at +101, without the low clearly breaking. That’s a reading, not a signal. What comes next tells you whether the zone holds.

In TurningTrade, absorption is read by eye on the footprint. The heatmap’s Absorption and Exhaustion detectors are announced, not shipped; only Stop-run and Sweep are, off by default. The order-level book, which tells a level that got eaten from a level that got pulled, is covered in our MBO data guide.

Asking for a zone reading

With the AI Brush, you circle a zone on the footprint and ALFRED, the platform’s assistant, returns the zone’s volume by price, POC, value area, buy and sell delta, high, low and VWAP. He reads the module’s numbers; he doesn’t place orders for you. More in our AI trading platform guide.

Footprint chart software compared

Every order flow platform has its footprint, under another name and in another plan. The grid below reflects what each vendor publishes, with no ranking. To compare the rest (heatmap, DOM, cumulative delta, profile), see our order flow software guide.

If you want to start without paying, ATAS includes its footprint in the free Start plan, with futures delayed by 15 minutes⁶. TurningTrade has no free plan: only the lifetime licence is on sale. Our ATAS alternative and Bookmap alternative comparisons go further.