Skip to content
Join Early Access
Trading Terminal · Order Flow & Market Microstructure

Advanced Footprint Charts

See buy and sell volume at every price inside each bar — with delta, imbalances and volume clusters.

In Development — Targeting December 2026

Join Early Access About the Terminal
FOOTFootprint · Bid × AskNIFTY FUT · NSE · 5mConcept render · illustrative data
INSTRUMENT
ImbalanceHover a cell to inspect
10:0510:1010:1510:2010:2510:3010:35 ●Vol profile24,890885×763330×486340×623303×341165×441553×470253×18824,885214×88715×518548×431373×692422×907251×284285×18824,88046×45505×677694×942599×383231×463892×84854×2324,875162×833782×439885×771913×85495×354606×685225×24224,870865×556869×939143×610827×524249×753332×720257×33624,86557×913523×87314×175570×7724×901367×381284×10124,860726×833928×43173×222937×489937×48414×65788×3024,855265×241537×717576×327352×244342×326241×318185×28924,850625×502115×89147×82298×624832×868735×516238×20324,845413×370411×756730×153428×738659×753740×203155×6024,84056×507145×596726×161837×534801×7148×804254×9624,835835×649555×34976×249849×598946×876747×915138×26624,830371×520595×934819×343912×755177×620537×706376×1124,825194×192690×540887×832507×249249×334627×54568×33824,820417×645937×801866×74253×862352×422226×337165×19424,8151×755879×78864×58740×544159×883862×64640×4224,810282×559488×677627×148514×54340×49718×354192×250Δ+3356+612-1077-1389+2516+1633-400CumΔ+3356+3968+2891+1502+4018+5651+5251
FOOT · imbalance ≥ 3:1 diagonal · POC outlined · newest bar updates on the simulated feedSIMULATED DATA · NOT LIVE · IN DEVELOPMENT
Interactive concept render of an ORVINUS Trading Terminal screen using demo data and a simulated feed. Not a screenshot of a released product and not live market data.

Demo data · simulated feed. Illustrative only — not live market data and not investment advice. Try it: click rows, tabs and controls.

Demo AvailableA working demonstration exists and has been shown publicly. It is not yet available to users.

Overview

A candlestick compresses everything that happened in a period into four prices. A footprint chart opens the candle up: at each price level inside the bar it shows how much volume traded on the bid and how much on the ask.

That reveals what the candle hides. Was the move up driven by aggressive buying, or did price drift into thin liquidity? Did sellers absorb buying at the high? Footprint charts make these questions visible bar by bar.

Demonstrated in the ORVINUS feature series

Capabilities

What It Is Designed to Do

Intended capabilities. The released feature may differ.

Bid × ask volume by price

Executed volume split by aggressor side at each price level inside every bar.

Delta

Net difference between buying and selling volume per bar and per level, with cumulative delta.

Imbalance highlighting

Diagonal bid/ask imbalances above a configurable ratio are marked.

Volume clusters

Point of control and high-volume nodes within each bar are highlighted.

Price-level activity

Volume profile for the visible range alongside the footprint.

In practice

Workflow & Limits

Intended workflow

  1. Open a footprint chart for an instrument and timeframe.
  2. Read delta and imbalances at key levels.
  3. Compare with the volume profile to see where activity concentrated.
  4. Switch to the heatmap or tape for the same moment.

What to keep in mind

  • Aggressor classification depends on data quality; where exchange data does not mark the aggressor, it is inferred.
  • Planned first for crypto markets. A footprint for NSE/BSE instruments needs trade-by-trade data that broker connections do not provide; an estimated version is under consideration.
  • This page describes a feature in development. It is not available to use yet.

Data requirementTrade-by-trade data with the aggressor side is available from crypto exchange feeds. Broker feeds for NSE/BSE send frequent snapshots rather than every trade, so for Indian instruments this view is planned in an estimated mode, clearly labelled as estimated. Trade-by-trade NSE/BSE data depends on future licensing.

Related

Works Well With

Demo AvailableOrder Flow

Liquidity X-Ray

Visualize displayed order-book liquidity over time — where resting orders build, move and disappear.

Demo AvailableOrder Flow

Smart Tape

A filtered time-and-sales micro-tape that classifies trades by aggressor and makes buying and selling pressure readable.

In DevelopmentOrder Flow

Depth of Market (DOM)

A price ladder showing bid and ask depth level by level, with liquidity distribution and recent trades.

All Order Flow & Market Microstructure featuresEvery Trading Terminal feature
Coming Soon — Targeting Late 2026

Interested in Advanced Footprint Charts?

Register your interest in the ORVINUS Trading Terminal and tell us that Advanced Footprint Charts is what caught your attention.

Join Early Access Open Registration Form (opens the registration form in a new tab)

Registration records your interest. It does not guarantee access to testing or the product.