Footprint software

Footprint software is a charting application that groups executed volume by price and by aggressor side inside each bar, so a candle becomes a column of cells showing bid volume, ask volume, delta or total volume at every traded level. It requires a trade feed with a buy/sell classification, which is a separate capability from live prices or market depth.

Senzoukria · Glossary · Updated September 2026

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.

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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.

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.