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From trades to cells
Every execution has a buyer and a seller; the classification identifies the initiating side under the chosen method. A trade at the ask counts as ask volume at that price, a trade at the bid as bid volume. The software then groups levels according to a price grouping (one tick, or several), builds bars by time, ticks, volume, range or delta, and draws each level as a cell. Delta per level is ask volume minus bid volume; the bar's delta is the sum over its levels.
A worked example from the free-charts guide: a generated candle with 120 contracts classified as aggressive buying and 80 as aggressive selling has 200 classified contracts and a delta of +40 under the ask-minus-bid convention. If another tool shows +70 on the same candle, compare session boundaries, classification, price grouping and missing events before concluding that either renderer is wrong.
Vendor names for the same chart
- ATAS: cluster charts, with several cluster modes.
- Sierra Chart: Numbers Bars, documented as not requiring market depth.
- Quantower: Cluster chart within its volume-analysis tools.
- NinjaTrader: Volumetric Bars.
- TradingView: Volume Footprint, whose documented categorization uses intrabar price direction rather than a feed-provided aggressor side.
In Senzoukria
The Footprint screen is the first chart entry of the desktop navigation, right after Welcome. It renders sixteen cell types (bid × ask, delta, volume, delta profile and others), with bar types by time, tick count, volume, range and delta, price grouping, imbalance highlighting and bar POC. Data comes from a Rithmic direct connection, a NinjaTrader or Quantower bridge, Databento for CME history, or Binance and Bybit public feeds for crypto analysis. When a chart's history is incomplete, the workspace shows an "Incomplete history" badge rather than empty cells. A GEX overlay can be added when an options source is configured; it is context from a snapshot, not part of the executed flow.
What to verify before choosing
- Whether the feed supplies the aggressor side or the software estimates it.
- Whether historical bid/ask data is available on the same connection as live data.
- Which bar types, price groupings and imbalance conventions the edition supports.
- Whether the free or broker-branded edition enables the footprint at all.
- Total cost including exchange entitlements and any required history service.
Related
- Rithmic footprint software checklist
- Footprint software with GEX
- How to read a footprint chart
- Order flow software
- Footprint charts
In the same section
- Footprint vs candlestick
- Footprint chart
- Forward test
- Cell types
- Forward volatility
- Footprint cell
- Front month
- FOMO
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Frequently asked questions
- Does footprint software need Level 2 depth?
- No. A footprint is built from executed trades with a side classification; resting depth is a different input used by DOM ladders and heatmaps. Sierra Chart's documentation makes the same point for Numbers Bars. A suitable trade feed supports a footprint without a depth subscription.
- Can footprint software show crypto?
- Yes, when the exchange publishes a public trade feed with a taker side, as Binance and Bybit do. The result is exchange-specific, not a consolidated view, and spot and perpetual contracts remain separate markets. In Senzoukria, crypto footprints are analysis only; no crypto orders are placed.
- Why do two footprint tools disagree on the same bar?
- Because a footprint depends on several choices: the clock used for bar boundaries, the session definition, the price grouping, the classification method and the completeness of the feed. Align those first. A tick-rule estimate and an exchange-provided aggressor side are not interchangeable and will differ on quiet levels.