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Footprint

Trader's Glossary · Order flow

Footprint

Definition. A chart that shows, inside each candle, the volume traded at the bid and at the ask at every price level.

How it works

Instead of just the candle you see its “insides”: two numbers at each level, aggressive selling and aggressive buying. The candle's delta is usually shown underneath.

Example

At the top of the candle there's heavy aggressive buying, but price didn't go higher. That may be a sign of absorption.

What to watch out for

The picture depends on the settings: the timeframe, the aggregation and the imbalance thresholds. Without the context of a level, the footprint is easy to over-interpret.

This is the footprint in the Hetman Terminal (Hetman X-Ray). Screenshot from the Hetman Index (IHA) – a training instrument, simulated data.
This is the footprint in the Hetman Terminal (Hetman X-Ray). Screenshot from the Hetman Index (IHA) – a training instrument, simulated data. See all the Hetman Terminal tools →

♛ The Hetman Terminal is part of Club: live for Dow Jones from the Bishop plan, 6 markets (Dow Jones, S&P 500, Nasdaq, gold, crude oil, Bitcoin) and automatic detection of order flow events from the Rook plan. A session on the ♛ Hetman Index (training, simulated data) in the full panel comes with the Knight plan and above. Compare the plans →

See also

Delta, Imbalance, Absorption, Order flow.

More in Hetman Capital Club

You'll find the full explanation with graphics, examples and exercises in the 📖 Order flow encyclopedia space, and its use in the live market in the 🔴 Live Room. Both are available to Club members (in Polish).

Educational content, not investment advice.