Footprint chart

A footprint chart is a candlestick chart in which each candle is split into price levels and every level shows the volume traded at the bid and at the ask. It reveals where inside the bar buyers and sellers were aggressive, instead of only the open, high, low and close.

Senzoukria · Glossary · Updated September 2026

Structure of the chart

A conventional candle summarizes a bar with four prices. A footprint keeps the candle but fills it with rows, one per price level or per group of ticks, and in each row prints two numbers: the volume that traded at the bid (aggressive sellers) and the volume that traded at the ask (aggressive buyers). Every trade on the tape is assigned to the side it executed on, then added to the row of its price. The result is a picture of activity inside the bar, at the resolution of the tick or of the chosen cell size.

Numbers derived from the cells

  • Delta per level: ask volume minus bid volume. Positive means buyers were the aggressors at that price.
  • Bar delta: the sum of the level deltas, and cumulative delta when carried across bars.
  • Imbalance: a cell where one side dominates by a ratio, compared diagonally (ask at one level against bid at the level below) in the ATAS convention, or vertically in the Sierra Chart convention.
  • Footprint POC: the level with the largest total volume inside the bar.
  • Absorption: heavy aggressive volume at a level that fails to move price.

Display types

The same data can be rendered in several ways. Bid × Ask shows the two raw numbers. Delta shows the net per level, coloured by sign. Volume shows the total without the split. Profile variants draw the cells as horizontal histograms, and heatmap variants replace numbers with shading. A minimum-volume filter hides thin cells, and the cell size in ticks controls how fine the rows are; both settings are contract-specific.

In Senzoukria

The Footprint workspace is the main chart of the desktop application. The Footprint type chip offers three families: Numbers (Bid × Ask, Delta, Centered Delta, Volume, Trades, Volume + Trades, Volume + Delta), Profiles (Delta Profile, Volume Profile, Trades Profile, Bid/Ask Profile, Bid/Ask Ladder, Pos/Neg Delta Profile) and Heatmap (Heatmap Volume, Heatmap Trades, Heatmap Delta). The Heatmap candles option (Off, Volume, Delta) additionally fades bar bodies by how much they traded. Cell colours are set in the Footprint cell colours settings; Bid/Ask and Delta types follow the bid and ask colours.

Footprints are built from per-trade data from the connected source: NinjaTrader, Rithmic through supported brokers, Databento for CME, or a crypto exchange in analysis mode. Market data is billed by the provider, and a bar without level data is rendered from OHLCV without inventing cells.

Common mistakes

  • Reading the footprint on a timeframe so high that individual prints are invisible.
  • Comparing imbalances computed with a diagonal rule against a platform that uses a vertical rule.
  • Treating a bar with missing level data as a bar with zero activity.
  • Judging a candle by its delta alone without the location of the volume inside it.

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Frequently asked questions

What data does a footprint chart need?
Every trade with its price, size and the side it executed on, or at least a best bid and ask at the moment of the trade so the side can be inferred. Aggregated one-minute bars are not enough: they carry volume but not its split by price and side.
Is a footprint chart the same as a volume profile?
No. A volume profile stacks volume by price across a whole session or range, without time. A footprint keeps the time axis and shows the bid-ask split inside each bar. Senzoukria offers both, and profile-type footprints sit halfway between the two.
Can I read a footprint on crypto?
Yes, from an exchange trade stream that includes the aggressor side, which the main exchanges provide. In Senzoukria crypto pairs are available for chart analysis only, with no order routing.

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