How to read a footprint bar

A footprint bar replaces the single candle body with a price ladder. Once you know which half is which, the rest of the marks follow.

A footprint chart — Quantower calls it a cluster chart — is made of these bars, so reading one bar is the whole skill.

A footprint bar replaces the single candle body with a price ladder. Each row is one price (or a group of ticks), and each row is split in two:

• Left half = bid side. Volume that traded at the bid — sellers hitting into resting buyers.
• Right half = ask side. Volume that traded at the ask — buyers lifting resting sellers.

By default each cell shows volume, with a faint horizontal bar behind the number scaled to that cell's size, so you can read relative activity without reading every digit. You can switch the cell number to trade count, bid/ask percentage of the level, or average trade size (Footprint cell data type). Trade count and average trade size come from the platform's volume analysis, though: on bars OrderVane built with its own tick engine those two fall back to volume, because a tick aggregation carries volume per price but not a trade count per price.

Rows are grouped. By default four ticks are merged into one row (Ticks per row in the quick menu, or Footprint price step in Settings). Set it to 1 to see every tick — the rows get shorter, so you will need to zoom in further for the numbers to fit.

What the colours mean

Most numbers are deliberately neutral. Colour is reserved for the things worth noticing.

Imbalance. When one side of a row is at least 3x the other (Footprint imbalance ratio), that half-cell gets a coloured background chip and bold numbers — the up colour on the ask side, the down colour on the bid side. In the default OrderFlow palette those are cyan and orange; choose Classic in Footprint color scheme if you want green and red. By default this compares the two halves of the same row (vertical). Diagonal comparison — ask at one price against the bid one tick below — is a separate switch (Diagonal imbalance enabled), off by default.

Stacked imbalance zones. When 3 or more imbalanced rows stack consecutively (Footprint stacked imbalance bins), OrderVane marks the price band and extends it to the right until price trades through it. Over past bars you see only the upper and lower boundary lines, so the cells stay readable; the empty space to the right of the last bar is filled with a hatch. A label such as Stack with a count and direction arrow sits at the start of the zone. Broken zones fade to a faint band instead of disappearing outright.

POC — the price that traded the most inside that bar — is filled and outlined in gold with a star marker (Show POC highlight, on by default). A POC that price has not traded back to since is called a naked POC, and can be extended to the right until it is touched.

Value Area — the band around the POC holding 70% of the bar's volume (Value Area percent) — is drawn as dotted upper and lower boundary lines by default. You can switch it to background shading, or both (Footprint value area style). The dotted lines stay visible when you zoom out past the point where cells hide.

Beside each bar OrderVane also draws a small horizontal volume profile (Footprint volume profile, on by default) — the same volumes as the cells, shaped so you can see where the bar concentrated its trade. It takes a slice of the bar's width, so switch it off if you want the cells to use all of it.

Above each bar, a total-volume label and a delta label show the bar's totals (both on by default).

What happens as you zoom out

OrderVane simplifies rather than crowding the screen. Four thresholds do this — three of them adjustable.

• Below 34 px of bar width (the default) the cells are hidden entirely and you see the candle only (Footprint cluster min bar width).
• Below 11 px of row height the numbers are hidden — and by default the cells with them (Footprint text min row height; Footprint: hide cells when numbers do not fit is on by default, turn it off to keep coloured boxes without numbers). There is a matching bar-width threshold (Footprint text min bar width), but it also defaults to 34 px — so at stock settings the cells vanish at the same width the numbers would.
• Cells smaller than 3% of the bar's largest cell drop their number but keep their bar (Footprint text dust filter %). Imbalanced rows and the POC are exempt.
• A cell also drops its number when a representative four-digit figure would not fit the space. That one adjusts itself and has no setting.

When cells are hidden, a small direction triangle is drawn under each bar showing which way that bar's delta went (Delta shadow when zoomed out, off by default).

When a bar is empty or hatched

A bar drawn with faint diagonal hatching and a total-volume number means your broker reported the bar's volume but not its price-by-price breakdown, and OrderVane stopped retrying for that gap.

It is not a bug and it is not a loading state; the distribution for that stretch simply is not available. OrderVane deliberately shows no delta there, because the buy/sell split genuinely is not known. The hatching itself shows at almost any zoom; the total-volume number needs a wide bar (Footprint text min bar width, 34 px by default).

Where to go next

The cells describe one bar. Three other pages describe what OrderVane does with what it finds there:

• Volume shelf — the levels that stay on the chart after the bar has passed
• Big trade markers — the individual prints those cells are made of
• Speed of tape — how fast those volumes are arriving
• Absorption — the shape a bar makes when size trades and price does not move

Footprint cells are part of OrderVane Pro. The full settings reference — every threshold named above, plus the imbalance, POC, value area and zoom groups — ships as a PDF with the download and is listed on the docs index.