What it shows
An OrderFlow footprint chart opens up each candle to show, at every price row inside the bar, how much volume traded at the bid versus at the ask. Instead of a solid body you see a ladder of numbers or colored cells per bar, exposing who was hitting bids (aggressive sellers) and lifting offers (aggressive buyers) at each price. Derived values such as per-bar delta (ask volume minus bid volume), the bar's volume POC and stacked imbalances make absorption and initiative visible.
How it's built
Each time-based bar is divided into price rows of a configurable tick height; every trade in the bar is classified as buy (at ask) or sell (at bid) and accumulated into its row, producing bid x ask pairs, totals or delta per row. The bar's geometry still follows OHLC and time, but the interior is a per-price matrix built from tick-level orderflow data.
Switch to it
Open the chart-type menu in the header (next to the interval buttons) and pick OrderFlow — or pin it as a favourite for one-click switching.
When to use it
- Scalping futures and liquid instruments by reading aggression, absorption and exhaustion inside each bar
- Spotting buy/sell imbalances and stacked imbalances that mark institutional initiative at a level
- Confirming breakouts and reversals with delta divergence, for example price making highs while delta weakens
- Refining entries at support/resistance by watching how the ladder trades at the level
Settings reference
Open Chart Settings (gear, or double-click the chart background) with this type active. Every setting, its possible values and what it changes:
| Setting | Control | Possible values | Default | Effect |
|---|---|---|---|---|
| [Orderflow] Display | select | Buy and Sell, Delta, Total volume | Buy and Sell | How each price-level cell is rendered: Buy and Sell shows sell and buy ladders side by side, Delta shows one cell per row with the net buy-sell difference, Total volume shows one cell with the row's combined volume. |
| [Orderflow] Colors | two-colors | any color (up / down) | #089981 (up) / #F23645 (down) | Base up/down colors used for the candle body and as fallbacks for cluster, imbalance and border colors throughout the footprint. |
| [Orderflow] Point of Control | checkbox | on/off | on | Highlights each bar's POC row — the price level with the highest traded volume — by painting that row's cells distinctly. |
| [Orderflow] Value Area | checkbox | on/off | on | Marks each bar's value area — the rows holding the Value Area % of the bar's volume — so accepted prices stand out from the extremes. |
| [Orderflow] Value Area % | number | 10 to 100, step 1 | 70 | Percent of the bar's volume the value area must contain; larger values widen the value area band around the POC. |
| [Orderflow] Summary info box | checkbox | on/off | on | Shows the footer box beneath each bar with its summary statistics (volume, delta and related figures). |
| [Candle] Show candle | checkbox | on/off | on | Draws the OHLC gutter candle alongside the ladders so you keep the classic price shape next to the orderflow cells. |
| [Candle] Orientation | select | Left, Center, Right | Center | Where the candle sits relative to the ladders: between the sell and buy ladders (Center), before them (Left) or after them (Right). |
| [Candle] Width ratio | number | 0.2 to 3, step 0.1 | 1 | Multiplier on the gutter candle's width; raise it for a chunkier candle, lower it to give the cells more room. |
| [Candle] Border | two-colors | any color (up / down) | follows the up/down colors (#089981 / #F23645) | Border color of the gutter candle's body for up and down bars. |
| [Candle] Wick | two-colors | any color (up / down) | follows the up/down colors (#089981 / #F23645) | Wick color of the gutter candle for up and down bars. |
| [Candle] Half back (HL2) | checkbox+color | on/off; any color | off; theme text color | Draws a line across the bar at its HL2 midpoint (the 'half back'), a common orderflow reference for whether responsive traders defended half the range. |
| [Clusters] Sell column | checkbox | on/off | on | Shows or hides the left (sell-side) ladder of cells. |
| [Clusters] Sell text | select | Sell volume, Delta, Total | Sell volume | What number the sell-side cells print: the sell volume at that price, the row's signed delta, or the row's total volume. |
| [Clusters] Sell fill 1 / 2 | two-colors | any color (weak / strong) | #F5BDC2 / #F23645 | Custom weak-to-strong fill gradient for sell cells; when both colors are set they replace the default volume-quartile shading, coloring cells by how heavy the selling was. |
| [Clusters] Buy column | checkbox | on/off | on | Shows or hides the right (buy-side) ladder of cells. |
| [Clusters] Buy text | select | Buy volume, Delta, Total | Buy volume | What number the buy-side cells print: the buy volume at that price, the row's signed delta, or the row's total volume. |
| [Clusters] Buy fill 1 / 2 | two-colors | any color (weak / strong) | #ACD7C8 / #089981 | Custom weak-to-strong fill gradient for buy cells, replacing the quartile shading when both colors are set. |
| [POC & Value Area] POC marker | checkbox+color | on/off; any color | off; accent color (#05B878) | Draws a small triangle at the outer edge of each bar's POC row, making the highest-volume level easy to spot without recoloring the row. |
| [POC & Value Area] Extend POC line | checkbox | on/off | off | Extends a line from each bar's POC rightward until a later bar trades through it — naked POCs stay visible as untested levels. |
| [POC & Value Area] Previous POC | checkbox+color | on/off; any color | off; #F500F5 | Draws the previous bar's POC level as a tick across the current bar, showing whether price is accepting above or below prior control. |
| [POC & Value Area] Value area band | checkbox | on/off | off | Shades the VAH-to-VAL band behind each bar's cells so the value area reads as a continuous zone. |
| [POC & Value Area] Band mode | select | UniColor, Split up/down | UniColor | UniColor shades the whole band in one color; Split up/down colors the band by whether the bar closed up or down. |
| [POC & Value Area] Band color | color | any color | #808080 | Shade used for the value area band in UniColor mode. |
| [POC & Value Area] Band split colors | two-colors | any color (up / down) | #089981 / #F23645 | Band shades used for up and down bars in Split mode. |
| [POC & Value Area] Value area extension | checkbox | on/off | off | Projects each bar's value area band one bar to the right with a lighter fill, giving an immediate read on whether the next bar opens inside or outside prior value. |
| [Markers] Volume marker | checkbox | on/off | off | Prints each bar's total volume in the marker strip above the ladder. |
| [Markers] Delta marker | checkbox | on/off | off | Prints each bar's net delta (buy minus sell volume) above the ladder. |
| [Markers] Delta change (bar-to-bar) | checkbox | on/off | off | Prints how much the delta changed versus the previous bar, highlighting sudden shifts in aggression. |
| [Markers] Cumulative delta marker | checkbox | on/off | off | Prints the running cumulative delta at each bar, showing the session's net buying or selling pressure. |
| [Markers] VWAP marker | checkbox+color | on/off; any color | off; #26C6DA | Draws a dot at each bar's row-derived VWAP, marking the volume-weighted center of that bar's trading. |
| [Markers] Delta divergence | checkbox | on/off | off | Shades bars where price and delta disagree (exhaustion/absorption per the Volume Delta rules), flagging moves not backed by orderflow. |
| [Markers] Divergence colors | two-colors | any color (bullish / bearish) | #ACD7C8 / #F5BDC2 | Background shades used for bullish and bearish delta-divergence bars. |
| [Markers] Unfinished auction | checkbox+color | on/off; any color | off; #FF9800 | Draws a dashed tick beyond a bar's high or low when the extreme row traded on both sides — an unfinished auction that price often revisits. |
| [Markers] Show absolute values | checkbox | on/off | off | Shows full digits in cells and the footer instead of abbreviated K/M figures. |
| [Rows] Row size | select | Auto (ATR-based), Ticks per row | Auto (ATR-based) | How row height is chosen: Auto sizes rows at 0.2 x ATR of the chosen length so resolution adapts to volatility; Ticks per row uses a fixed tick count you set. The dialog shows the matching input below. |
| [Rows] ATR Length | number | 1 to 100, step 1 (shown only in Auto mode) | 14 | ATR period used for automatic row sizing; longer lengths give steadier row heights across bars. |
| [Rows] Ticks per row | number | 1 to 10000, step 1 (shown only in Ticks per row mode) | 10 | Fixed height of each row in price ticks. Fewer ticks per row shows finer price detail but more rows; more ticks per row merges levels into fewer, heavier cells. |
| [Delta & Bar Statistics] Volume Delta pane | checkbox | on/off (section appears when the host app wires the orderflow indicator bridge) | off | Adds or removes the companion Volume Delta indicator pane below the chart, fed by the same orderflow data. |
| [Delta & Bar Statistics] Cumulative | checkbox | on/off (enabled while Volume Delta pane is on) | off | Switches the Volume Delta pane to cumulative mode, running a session-long CVD instead of per-bar delta. |
| [Delta & Bar Statistics] Divergence | checkbox | on/off (enabled while Volume Delta pane is on) | off | Highlights price/delta divergences inside the Volume Delta pane. |
| [Delta & Bar Statistics] Divergence lookback | number | 2 to 200, step 1 (enabled while Volume Delta pane is on) | 14 | Number of bars the Volume Delta pane scans when detecting divergences; longer lookbacks catch larger swings, shorter ones react faster. |
| [Delta & Bar Statistics] Bar Statistics pane | checkbox | on/off | off | Adds or removes the companion Bar Statistics table pane showing per-bar orderflow figures beneath the chart. |
| [Imbalances] Show imbalances | checkbox | on/off | on | Highlights diagonally imbalanced cells — where buys at one level dominate sells one level below (or vice versa) by the Imbalance % — marking aggressive one-sided trading. |
| [Imbalances] Imbalance % | number | 100 to 10000, step 25 | 300 | Diagonal dominance threshold: one side must exceed the other by this percentage to count as an imbalance. Higher values flag only the most extreme imbalances. |
| [Imbalances] Min volume | number | 0 to 1000000000, step 1 | 0 | Minimum volume a cell needs before it can be flagged as imbalanced, filtering out noise from thinly traded levels. |
| [Imbalances] Solid cell background | checkbox | on/off | off | Paints imbalanced cells with a solid custom background color instead of the volume-graded shade (the edge tick remains; the POC row's paint still takes priority). |
| [Imbalances] Imbalance cell colors | two-colors | any color (buy / sell) | #089981 (buy) / #F23645 (sell) | Colors used for buy-imbalanced cells (right ladder) and sell-imbalanced cells (left ladder). |
| [Imbalances] Stacked imbalance zones | checkbox | on/off | on | Draws a zone where several consecutive rows are imbalanced on the same side — stacked imbalances that often act as strong support or resistance. |
| [Imbalances] Stacked levels | number | 2 to 20, step 1 | 3 | How many consecutive same-side imbalanced rows are required to form a stacked zone. Higher counts show only the strongest zones. |
| [Precision] Precision | select | Default, 0 (1), 1 (1.1), 2 (1.01), 3 (1.001), 4 (1.0001), 5 (1.00001), 6 (1.000001), 7 (1.0000001), 8 (1.00000001) | Default | Number of decimal places used for prices on the scale and labels. Default follows the symbol's own tick precision. |
Watch out for
- Requires tick-level bid/ask-classified orderflow data; ordinary OHLCV feeds cannot render a footprint, and classification quality varies by feed
- The density of numbers is unreadable when zoomed out, so footprints are practical only on intraday charts with relatively few visible bars