Glossary · Orderflow
A footprint chart is a candlestick where every bar’s interior shows the bid-vs-ask volume traded at each price tick within that bar. It reveals aggressor side, delta, absorption, and exhaustion at a glance — all the things a normal candlestick throws away. Sometimes called a cluster chart.
The footprint is the single highest-information visualization in retail orderflow trading. One footprint bar contains as much data as a full hour of regular candles — you just have to learn to read it.
“The footprint breaks each bar open to show traded volume at every price, split buy side and sell side.”
A 5-minute ES candle might tell you: opened at 5500, traded up to 5505, down to 5498, closed at 5503, total volume 12,000 contracts. The footprint of that same bar shows you how those 12,000 distributed across every tick from 5498 to 5505 — and at each tick, how many traded at the bid versus at the ask. You see if 5500 was hammered by aggressive sellers (heavy bid volume) but absorbed by patient buyers, or whether the move to 5505 was backed by aggressive lifters (heavy ask volume) versus short-covering.
Same bar. Same total volume. Two completely different stories about what actually happened.
Sharpnel Trading — $125/mo
A volume footprint with bid-vs-ask cells at each price, tinted across seven delta tiers. Diagonal and stacked-imbalance highlighting, a Numbers-Bars mode, a per-bar and session delta (CVD) footer, point-of-control marking, and a GEX wall overlay. Rendered natively on the desktop.
Desktop footprint specialists — $25-70/mo + data
Several specialist desktop apps focus on cluster charts with deep customization paths. Powerful for dedicated footprint traders; steep learning curves; legacy UIs; separate market-data subscriptions add to the monthly cost.
Heatmap-specialist tools
Browser and desktop tools that focus on order-book intensity rather than footprint. Some traders pair them with a separate footprint tool to get both views.
Most general-purpose charting platforms
Most retail charting tools and broker-native platforms don’t ship native footprint charts at all.
A footprint chart is a special candle chart where every bar's interior shows the actual bid-vs-ask volume traded at each price tick within that bar. Instead of just open/high/low/close like a normal candlestick, you see the full granular volume distribution and which side (bid or ask) was hit. This reveals who pushed the bar — aggressive buyers or aggressive sellers — and how the price absorbed or rejected that pressure.
A candlestick shows only four numbers per bar: open, high, low, close, plus total volume. A footprint shows all of that PLUS the volume that traded at each individual price tick within the bar, split between bid and ask. A 5-minute candle might show 10,000 contracts traded; the footprint of that same 5-minute bar shows where in the price range those 10,000 traded and how much hit each side. The candle tells you what happened; the footprint tells you who did it.
Bid volume (printed left or in red) is volume that traded at the bid — meaning aggressive sellers hit the bid. Ask volume (printed right or in green) is volume that traded at the ask — meaning aggressive buyers lifted the offer. Comparing the two at each price level shows you who was pushing: heavy ask volume = aggressive buyers; heavy bid volume = aggressive sellers; balanced = two-way auction.
Delta is ask volume minus bid volume, calculated per bar (or per price level). A bar with +500 delta means aggressive buyers hit 500 more contracts than aggressive sellers — a positive imbalance. Watching delta against price action reveals divergences: price ticks up but delta stays negative is a warning the move isn't backed by aggressive buying.
Several specialist desktop platforms offer powerful footprint capabilities, typically with steep learning curves and programming-heavy customization paths. Sharpnel Trading ships a volume footprint — bid-vs-ask volume at each price tick, tinted across seven delta tiers — with diagonal and stacked-imbalance highlighting, a Numbers-Bars mode, a per-bar and session delta (CVD) footer, point-of-control marking, and a GEX wall overlay, inside a native Windows desktop terminal at $125/mo (macOS in development). The dedicated heatmap-style tools focus on order book intensity rather than footprint.
Open a footprint chart in the Sharpnel terminal — bid-vs-ask cells, imbalance highlighting, a delta/CVD footer, and a GEX overlay, all on real tick data. Free Explorer tier on 15-minute delayed data.
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