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Futures & order flow · 4 min read

Choose Order Flow mode, lookback and interval

Use Bubbles, Footprint and Candles without conflating time-window and candle size.

Treat Mode, Lookback and Interval as separate decisions

Order Flow's quick-controls bar exposes three choices that answer different questions. Mode selects the presentation: Bubbles, Footprint or Candles. Lookback selects the visible duration. Interval selects candle aggregation. A three-hour view can use five-minute candles, and the same captured period can be inspected through several modes. Changing a visual presentation does not create new exchange history. Before adjusting anything else, decide whether you need to see qualified execution bursts, classified per-price candle totals or a broader OHLC price path.

Build a controlled first view

The controls in the heading and Settings share the same configuration. You can start with the compact bar and open the dialog only for detail.

  1. Choose the correct futures product or exact dated contract and confirm its source state.
  2. Open Mode and select Bubbles, Footprint or Candles.
  3. Set Lookback to an offered duration from 1 minute through 6 hours, or use Custom within the supported bound.
  4. Set Interval independently; available choices range from 5 seconds through 1 hour.
  5. Open View to choose the overlays and columns relevant to your investigation, then inspect Settings for detailed controls.

Choose Bubbles for qualified bursts

Bubbles draws qualified classified execution bursts over the eligible liquidity and price layers. A circle is not necessarily one large trade. Burst qualification uses execution count, rate, side dominance and other configured evidence, and Smart display consolidation can combine nearby qualified constituents. Use hover or a pinned inspector when you need the actual contracts, buys, sells and contributing prices. The mode can retain the heatmap, bid/ask lines and right-side columns according to View settings, so identify the layer you are reading instead of interpreting every colored shape as traded volume.

Choose Footprint for interval and price-row detail

Footprint organizes admitted executions into candle intervals and price rows. Bid × ask places classified selling on the left and buying on the right, with delta and other fields available in Settings. Price rows controls the native-tick grouping, while Adaptive Charts can further combine rows for readability at a wider price zoom. A longer Interval creates broader candle buckets without changing the meaning of a classified contract. Use a coarser row grouping or more panel height when dense numbers become difficult to read rather than assuming small cells are missing observations.

Choose Candles for a simpler price path

Candles emphasizes OHLC behavior within the selected intervals and can include its supported volume presentation. This is useful when footprint detail or bubbles distract from the captured price path. It still uses the actual admitted source observations; missing periods are not filled merely because candle mode is visually simpler. Lookback can remain the same while you compare the three modes. For a useful controlled comparison, keep contract, range and interval fixed, switch only Mode and note which evidence becomes more prominent rather than expecting identical shapes.

Use View and Settings without mixing scopes

View includes Liquidity heatmap, Bid / ask lines, Point of control, Imbalances, Order book, Volume profile, Delta column, Adaptive Charts, Auto scale price and Possible absorption. Settings exposes row size, fields, appearance, bubble criteria and source or coverage details. The right Volume Profile and Delta columns cover their configured full trading session independently of the visible lookback. The bottom cumulative-delta panel is currently hidden; that does not remove the optional Delta column. Identify each scope before comparing a session total with a candle or visible-window total.

Save changes and diagnose confusing results

A configuration edit can reveal Save in the main heading for the selected account template. Save the intended mode, interval and appearance rather than assuming a visual update is already persistent. Changing Lookback returns the view through the appropriate live-range reset; manual time navigation can instead preserve an explicit range. If a mode looks empty, inspect its required inputs: valid executions do not guarantee synchronized historical depth, and absent burst qualification can coexist with valid candles. Include Mode, Lookback, Interval, Price rows and the exact source state when reporting an unexpected result.

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