Bar types (time, tick, volume, range, delta)
Bar types are the rules that decide when one bar of a chart closes and the next one opens: after a fixed clock interval for time bars, after a fixed number of trades for tick bars, a fixed number of contracts for volume bars, a fixed price movement for range bars, or a fixed net aggression for delta bars. On a footprint chart the bar type decides which prints share a cell, so it changes every per-bar reading.
Senzoukria · Glossary · Updated September 2026
The five families
The NQ/MNQ guide summarises the trade-off in one sentence: time bars keep a fixed clock and go empty in quiet hours; tick and volume bars keep a roughly constant amount of activity per bar and stretch or compress with the clock; range bars close on movement; delta bars close on net aggression.
| Time | A clock interval: seconds, minutes, hours | Bars are regular in time, irregular in activity |
|---|---|---|
| Tick | A fixed number of trades | Roughly constant number of prints per bar |
| Volume | A fixed number of contracts | Roughly constant volume per bar |
| Range | A fixed price extent, in grid ticks | Every bar covers the same height |
| Delta | A fixed net aggression, ask minus bid contracts | Bars close when one side has won by a set amount |
Why it matters on a footprint
- Every footprint reading is per bar: delta, POC, imbalances, trade count. Changing the bar type changes the population of prints behind each of them.
- Volume and tick bars make bars comparable in activity, so a bar delta of +300 means a similar share of the bar on any day. Time bars make bars comparable in time, so a quiet lunch bar and a busy open bar look alike in width and very different inside.
- Range bars give a constant height, which makes the position of the POC inside the bar directly comparable from bar to bar.
- Delta bars close on the measure most footprint traders are already watching, so a bar boundary is itself a statement about aggression.
- A rule tuned on one bar type does not carry to another; the boundaries are part of the rule.
In Senzoukria
The grain menu next to the pinned timeframes on the footprint screen is organised by bar family: Time, Tick, Volume, Range and Delta, with a custom value and a star to pin the grains you use. Time grains accept seconds, minutes and hours. Count-based families offer preset sizes, for instance 100 to 5,000 trades for tick bars, 100 to 10,000 contracts for volume bars, 4 to 20 grid ticks for range bars and 100 to 2,500 contracts of net delta for delta bars, and any custom value.
Count bars are rebuilt tick by tick by the footprint engine. They are open on Rithmic, where the drain restarts at each session open, and on the crypto screen for Binance Spot and Perp, where they build live from the first closed bar without history. On a connector that does not deliver the raw tape, such as a platform bridge that only forwards pre-built bars, or on Databento CME where no tick history reaches the count accumulator yet, the count families are greyed out with a note saying so; the chart does not approximate them. Range sizes are in grid ticks, so on MNQ at a 0.25-point tick, a range of 8 spans two index points at step 1.
Common mistakes
- Comparing a delta or a volume between a 1-minute chart and a 1,000-volume chart; the unit of the bar is different.
- Reading tick-bar boundaries as time; a 500-tick bar can span a second at the open and ten minutes at lunch.
- Forgetting that count bars depend on where the drain starts: reloading history from a different point can shift every boundary.
Related
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Frequently asked questions
- Which bar type should I use for footprint trading?
- There is no single right choice; each family answers a different question. The footprint guide notes that many futures traders use one-to-five-minute or tick-based bars because individual prints matter at that scale. Volume bars keep the activity per bar constant, which makes deltas comparable; time bars keep the clock, which makes session structure visible. Pick one, keep it, and tune thresholds on it.
- Why are tick, volume, range and delta bars unavailable on my connector?
- Those families are rebuilt from the raw tick stream. A connector that delivers only pre-built bars, such as a platform bridge without a tick feed, cannot supply the prints needed to place the boundaries. Senzoukria greys the families out rather than building approximate bars from OHLC data.
- Are range bars measured in points or in ticks?
- In grid ticks of the chart, which is the instrument tick multiplied by the grouping step. On a 0.25-point contract at step 1, a range of 4 is one index point; at step 4, a range of 4 is four index points. Check the step before comparing range charts.