Footprint

Bid × ask volume per candle, imbalance highlighting, point-of-control, and value area.

Footprint splits each candle into a grid of price levels. Each cell shows bid volume × ask volume, sized by total volume.

Drag-slider comparing plain candlesticks with the same bars rendered as footprint cells showing bid/ask delta — Drag the slider — same bars, two stories.

Cell aggregation

Aggregation:  by tick   |  by N ticks   |  by basis-point bands
Default:      by tick on futures, by N ticks on equities

Right-click the chart → Footprint settings to change.

Cell aggregation: by tick → by 5 ticks → by basis-points

Imbalance highlighting

Cells where bid:ask ratio crosses a threshold (default 3:1) are highlighted. Bid-side dominance shows in bull color, ask-side in bear.

Point-of-control (POC)

The price level with the most volume in the candle. Marker is rendered as a horizontal line through the cell. Per-session POC is also drawn in the margin.

Value area

The contiguous range that captured 70% of the candle's volume by default — configurable per profile (50–80%). Shaded in accent.

Performance

The renderer streams cells incrementally — even on a 5,000-bar visible range, redraws stay under 16 ms on an M2 Air. Reduce Cells per bar if your machine struggles on a heavy intraday session.