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A footprint chart is a type of trading chart that displays the actual volume traded at each price level within every bar. Unlike standard candlestick charts that only show open, high, low, and close, footprint charts reveal the internal structure of each bar: how many contracts were bought at the ask versus sold at the bid, where volume concentrated, and where aggressive traders pushed price.
This guide covers everything you need to understand footprint charts, from the basic concept to practical trading applications.
How Footprint Charts Work
Every futures trade occurs at either the bid price (a seller hitting the bid) or the ask price (a buyer lifting the offer). Standard charts collapse this information into a single candle. A footprint chart preserves it, showing you the bid and ask volume separately at every price level the bar traded through.
Think of it as an X-ray of each candle. The external shape (open, high, low, close) stays the same, but you can see inside to understand what actually drove the move. A green candle that looks bullish on a regular chart might reveal heavy selling inside, signaling that the upward move is losing conviction. A red candle might show aggressive buying at the lows, suggesting a reversal is forming.
What Each Cell Shows
In a standard BidxAsk footprint view, each price level within a bar contains two numbers:
- Left number (Bid volume): The number of contracts sold at the bid price at this level. These represent aggressive sellers willing to sell at the current bid.
- Right number (Ask volume): The number of contracts bought at the ask price at this level. These represent aggressive buyers willing to pay the ask.
The color of each cell typically indicates which side dominated. If more volume traded at the ask than the bid at a given price, the cell shades toward the buying color. The reverse for selling dominance.
Key Footprint Chart Concepts
Delta
Delta is the difference between ask volume (buying) and bid volume (selling) at a given price level or across an entire bar. Positive delta means more contracts traded at the ask (net buying). Negative delta means more traded at the bid (net selling).
Bar delta (the sum of all price-level deltas within a bar) tells you the net aggression for that entire bar. A bar might close green (higher than it opened) but have negative delta, meaning sellers were actually more aggressive overall. This divergence between price direction and delta direction is one of the most powerful signals footprint charts provide.
Volume Point of Control (VPOC)
The VPOC is the single price level within a bar where the most total volume traded. It represents the “fair value” that the market agreed on during that bar’s formation. VPOCs from prior bars that price hasn’t revisited are called “naked VPOCs” and tend to act as magnets for future price action.
Imbalances
An imbalance occurs when the volume at one price level’s bid or ask significantly exceeds the volume at the adjacent level. For example, if 500 contracts traded at the ask at price 18,250 but only 100 at the ask at price 18,249, that’s a 5:1 imbalance indicating aggressive buying.
When multiple consecutive price levels show imbalances in the same direction, that’s a “stacked imbalance.” Stacked imbalances create zones that often function as support (buy-side stacked imbalances) or resistance (sell-side stacked imbalances).
Footprint Chart Display Modes
Footprint data can be visualized in several ways, each highlighting different aspects of order flow:
BidxAsk (Standard Footprint)
The most common view. Each cell shows bid volume on the left and ask volume on the right. Best for reading individual price-level activity and identifying imbalances. This is the mode most traders start with and many never leave.
Delta Footprint
Each cell shows the net difference between ask and bid volume at that price level. Positive numbers indicate net buying; negative numbers indicate net selling. Useful for quickly scanning which levels had aggressive directional activity without comparing two numbers.
Volume Footprint
Shows total volume (bid + ask combined) at each price level. Useful for identifying where the most activity occurred regardless of direction. High-volume levels tend to act as support/resistance because many positions were established there.
Dual Profile
Advanced indicators like SidiFootprint offer a dual-profile system where two different views are displayed simultaneously on the left and right sides of each bar. For example, BidxAsk on the left and Delta on the right. This eliminates the need to switch between views or use multiple charts.
Footprint Charts vs. Other Chart Types
vs. Candlestick Charts
Candlestick charts show price action (open, high, low, close) but nothing about the volume that created that price action. A large green candle on a candlestick chart could be driven by genuine aggressive buying or by a lack of sellers (thin market). Footprint charts reveal which scenario actually occurred.
vs. Volume Profile
Volume profile shows the total volume traded at each price level over a session or custom period. It answers “where did the most trading happen?” Footprint charts answer “who was aggressive and in what direction at each price?” Volume profile gives you the map; footprint charts give you the play-by-play.
vs. DOM (Depth of Market)
The DOM shows resting limit orders waiting to be filled. Footprint charts show orders that already executed. The DOM shows intention (which can be cancelled); footprint charts show commitment (actual transactions). Both are useful, but footprint data is more reliable because it can’t be spoofed after the fact.
Who Uses Footprint Charts?
Footprint charts are primarily used by futures day traders, particularly those trading index futures (NQ, ES, YM), energy futures (CL, NG), and treasury futures (ZB, ZN). They’re most valuable for:
- Scalpers: Traders holding positions for seconds to minutes who need real-time read on buying/selling pressure at specific levels
- Day traders: Traders looking for high-probability entries at levels where institutional activity is visible
- Prop firm traders: Evaluation candidates who need precise entries with defined stops to meet consistency rules
- Swing traders: Traders using footprint data on higher timeframes to identify accumulation and distribution zones
Getting Started with Footprint Charts
The learning curve for footprint charts is steeper than traditional chart reading, but the information advantage is substantial. Start by watching footprint data alongside a regular candlestick chart of the same instrument. Over time, you’ll notice patterns: how imbalances precede moves, how delta divergences signal exhaustion, and how naked VPOCs attract price.
For NinjaTrader 8 traders, SidiFootprint provides the most configurable footprint solution on the platform, with 910+ settings, automatic imbalance detection, naked VPOC tracking, and a dual-profile system. The free 14-day trial gives you full access to explore every feature while you learn to read footprint data.
