Order flow & volume
Footprint chart
Also known as: footprint, cluster chart
A footprint chart shows the volume traded at each price within every bar, split into buying and selling, revealing order-flow detail inside the candle.
Each bar becomes a grid of prices showing bid vs ask volume, exposing absorption, imbalances and where aggression occurred. It needs Level 2 / tick data to build. Footprint analysis is a cornerstone of order-flow trading.
Related terms
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