Bid × Ask footprint

A Bid × Ask footprint is the display type that prints, at every price level of a candle, the volume executed at the bid on the left and the volume executed at the ask on the right. It is the rawest form of a footprint chart, from which delta and imbalances are read directly.

Senzoukria · Glossary · Updated September 2026

What the two columns are

The Bid × Ask layout keeps the two sides of every trade visible. A trade executed at the bid price is an aggressive sell against a resting buy order, and it lands in the left column of its price row. A trade executed at the ask is an aggressive buy against a resting sell, and it lands in the right column. Nothing is netted: a row reading 120 × 340 tells you that 120 contracts were sold aggressively and 340 bought aggressively at that price during the bar. The Delta type would show only +220.

Reading the columns

  • Scan the right column from the bottom of an up candle: rising ask volume as price climbs shows buyers initiating and being filled; heavy ask volume at the top with no further progress shows buyers being absorbed.
  • Scan the left column of a down candle the same way for sellers.
  • Read imbalances diagonally, in the ATAS convention: the ask of one row against the bid of the row below. Buyers lift the offer at a price while sellers hit the bid one tick lower, so the diagonal pairs the two sides that were actually competing. Sierra Chart compares within the same row; the two conventions flag different cells.
  • Look for rows where one column is large and the other near zero; with a ratio threshold and a volume filter those are the candidates for imbalance colouring.

Why keep the raw split

Delta compresses two numbers into one and hides how they were obtained. A level with 500 × 520 and a level with 10 × 30 both have a positive delta of similar sign, yet the first is a hard-fought price and the second barely traded. The Bid × Ask type keeps that distinction on screen, which is why it is the type most guides teach first and why the same layout is used in the Bid/Ask Profile and Bid/Ask Ladder variants.

In Senzoukria

Bid × Ask is the first entry in the Numbers family of the Footprint type chip. The guided tour introduces it under the title Bid × Ask inside the candle: the left number is what sold at the bid, the right number what bought at the ask, price by price. Bid × Ask and Delta types take their colours from the Bid and Ask colours in settings; the volume, trades and plain-number types have their own Footprint cell colours. Bid/Ask Profile and Bid/Ask Ladder render the same numbers as horizontal bars. On the Heatmap page the DOM ladder row can print the bid × ask numbers inside the band when the row is tall and wide enough. On crypto pairs the side of each trade comes from the exchange's aggressor flag, and the crypto loading screen is kept until the bid × ask data of the visible range is complete.

Common mistakes

  • Reading a row as a quote: 120 × 340 is what traded at that price during the bar, not what is resting there now. The resting book is on the DOM.
  • Interpreting a row with a large ask and a large bid as bullish because the ask is bigger; the price was contested, and the outcome is read from the rows above and below it.
  • Judging the whole candle from one large right-column number without checking whether price kept climbing after it.
  • Grouping ticks so coarsely that the split between the two columns stops describing a single price.

This page in other languages

Frequently asked questions

How is the side of a trade determined?
Most futures feeds report whether a trade executed at the bid or at the ask; crypto exchanges mark the aggressor side on each trade. When a feed gives only the price and the best quotes, the side is inferred by comparing the trade price to the bid and ask at that moment, and trades exactly at the mid are ambiguous.
When should I switch from Bid × Ask to the Delta type?
When you want to scan many bars quickly for the sign of aggression per level, the Delta type is easier to read. When you are examining a single level for absorption or a possible imbalance, switch back to Bid × Ask so that the two sides are visible separately.

Keep reading

Strategy researchTest a trading strategy, from observation to challenge rulesDefine an observation, question it with the copilot, write a rule and explore costs, drawdown and fictional challenge limits in an interactive example.Quant · Start hereQuant trading for beginners: from idea to backtestDefine a testable rule, choose suitable data and evaluate later periods after costs.Order flow · HubOrder flow trading: the complete guideThe hub. What order flow is, what it shows — aggression, delta, imbalance, absorption, liquidity — and the tools that read it, each linked to a full guide.