Read bid × ask footprints

Read executed quantities rather than resting orders

A bid × ask footprint groups admitted executions by candle interval and price row. Classified selling appears on the left and classified buying on the right. These quantities describe trades, not the pending orders currently displayed in the Order Book column. Delta is classified buying minus classified selling, while unknown-direction volume remains separate. For example, a row with 12 sells, 30 buys and 5 unknown contracts has classified delta of 18 and total volume of 47. Its right-side number is not proof of 30 resting ask contracts.

Configure a readable footprint

Use the dedicated Order Flow page or Futures Footprint in Map. Start with a small enough window and a sensible row grouping so the cell values remain legible.

1. Choose Footprint mode or open the Futures Footprint tool.
2. Select the intended dated contract and verify execution coverage.
3. Set Interval to the candle duration you need, independently of Lookback.
4. Open Settings and choose Price rows and the displayed field, such as Bid × ask, Delta or Volume.
5. Review Point of control and Imbalances settings, then adjust price zoom or row grouping until the numerical cells are readable.

Understand candle interval and row aggregation

Interval combines executions through time, while Price rows combines neighboring native tick prices. A one-minute candle with one-tick rows is more granular than a five-minute candle with four-tick rows, but both should preserve admitted quantities within their supported scope. Adaptive Charts can increase the displayed grouping as the price range becomes wider. Grouped row labels show their low and high bounds. A grouped value is a sum over those prices, not an observation that every contract executed at the row's center label.

Choose fields that match the question

The field controls can display Bid × ask, Delta, Volume, Trade count, Buy volume, Sell volume, Unknown volume, Delta % and Average size. Each has a different denominator or unit. A large total volume with modest delta can represent substantial activity on both classified sides; a high delta percentage on a tiny total is a different situation. Unknown volume should remain visible when assessing confidence in classification. Average size depends on admitted quantity and execution count and should not be interpreted as evidence of one individual large trade.

Interpret POC and diagonal imbalance

Point of control identifies a high-volume price row according to the active aggregation. Diagonal imbalance compares classified quantities across the relevant neighboring price rows, rather than simply dividing the left and right numbers in every same-price cell. The available configuration includes ratio and minimum evidence rules; the quick View label identifies the standard 3:1 presentation. Stacked patterns require repeated qualifying rows. A colored imbalance is a description of admitted execution relationships under those settings, not a complete reconstruction of order ownership or a guarantee that price must continue in that direction.

Keep footprint and session-profile scopes separate

A footprint candle covers its own interval within the selected capture. The dedicated right-side Volume Profile and Delta columns cover the configured full trading session. Their totals can therefore differ legitimately from the visible candles. The current Order Book is another separate layer and does not become historical just because you inspect an old footprint. If you compare a candle's POC with a session-profile POC, match the source and grouping and recognize the different time scope. Neither one establishes that every exchange execution in the session was captured when coverage remains partial.

Troubleshoot dense, blank or unexpected cells

Increase panel height, zoom the price range or choose coarser Price rows when cells become too dense. The renderer can shrink text for dense rows, but coarser grouping usually provides a clearer comparison. If numbers disappear after a field change, check whether that field has eligible classified evidence. Inspect unknown quantity and partial coverage before assuming zeros prove inactivity. Compare exact contract, interval, range and row grouping when two footprints disagree. Include those settings and a screenshot with a complete candle and price labels in a support ticket so the aggregation can be reproduced.