Order Flow Basics

What is a footprint chart?

A footprint chart is a candlestick chart with X-ray vision: each candle is split into price levels, and each level shows how much volume traded on the bid versus the ask. It turns a candle from a shape into a story.

Reading the numbers inside a candle

At every price level inside a footprint bar you see two numbers: volume that traded at the bid (aggressive sellers hitting resting buyers) and volume that traded at the ask (aggressive buyers lifting resting sellers). The pair tells you which side was impatient at that exact price.

A level printing 12,000 × 48,000 (bid × ask) says buyers overwhelmingly forced the trade there. Stack those readings across the candle and you can see whether a move was driven, contested, or empty.

Imbalances

An imbalance is a level where one side traded some multiple (commonly 3×) more than the diagonal opposite level. Consecutive stacked imbalances mark prices where one side was in complete control — these frequently act as reference levels when price returns to them.

Absorption

Absorption is heavy aggressive volume that fails to move price — sellers hammer a level with large market orders and the price refuses to fall, because equally large passive buyers are absorbing everything. On a footprint this appears as very high bid-side volume at a level that holds. Absorption is invisible on a normal candle; on a footprint it is unmistakable. More in absorption and exhaustion.

Footprint vs candlestick

The candle is a summary; the footprint is the ledger. A candlestick tells you open, high, low, close. The footprint additionally tells you volume at every price, which side initiated it, where imbalances stacked, and whether the extremes were rejected on real volume or on air. Full comparison: footprint vs candlestick.

Frequently asked questions

What do the two numbers at each price level mean?

Left is volume traded at the bid (initiated by sellers), right is volume traded at the ask (initiated by buyers). The comparison shows which side was aggressive at that price.

Are footprint charts available for NSE stocks?

Yes — VolumeLens renders footprint charts for roughly 2,000 NSE equities plus index futures and options, built from live exchange ticks.

Which timeframes work best for footprints?

Most traders read footprints on 1 to 15-minute bars intraday. Higher timeframes aggregate too much detail; the footprint's value is in the fine structure.

What is a footprint imbalance?

A price level where one side traded several times more volume than the diagonally opposite level — a fingerprint of one-sided aggression at that price.

See live NSE footprint charts

Keep learning