Footprint
The bar-by-bar detail of volume traded on the buy and sell side at each price.
The footprint breaks each candle into buy/sell volume per price level. You can read absorption, imbalances and exhaustion there, where a classic candle only shows open, high, low and close.
In depth
Where a candlestick sums up a whole period in four numbers (open, high, low, close), the footprint opens the candle and shows, price by price, how many contracts were bought at the ask and sold at the bid. You go from a photo to an X-ray: you see where volume concentrated and which side did the aggressing.
It's the reference tool for reading the inside of a move: diagonal imbalances that reveal dominant aggression, absorption at the top or bottom of a candle, and high-volume zones that become references for the following sessions. The footprint is static (per candle) where the heatmap is dynamic (the book over time): the two complement each other.
On DeepCharts, switch to footprint mode and spot strong imbalances (often highlighted): a cell where buy volume dwarfs the sell volume at the adjacent level. A cluster of buy imbalances below price acts as support; at the top of a candle, heavy opposite-side volume signals a trap.
A green candle with heavy sell volume at the top = trapped buyers, caution.
Confusing big volume with direction. Huge volume at a price doesn't tell you who wins: you must look at the side (bid vs ask) and above all what price does next. A sell-volume spike at the bottom of a drop can be… buy-side absorption, not bearish continuation.
Frequently asked
Footprint or heatmap, which one?
They aren't rivals. The footprint shows past executions, candle by candle (the realized). The heatmap shows resting orders over time (the intent). Order flow traders read both together.
What is an imbalance on the footprint?
It's when, between two adjacent price levels, volume on one side (e.g. buyers at the ask) far exceeds the opposite volume, often by a 3-to-1 ratio. It reveals clear aggression at that spot.
Do you need a special data feed for the footprint?
You need execution volume data with bid/ask attribution, standard on futures. DeepCharts includes it, even from a prop firm evaluation.
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