Footprint settings

Modified on Sat, 13 Jun at 11:40 PM

Footprint Settings

The Footprint chart can be displayed in different modes, including Bid × Ask, Delta, Volume, Volume (Delta Color), Delta Profile, and other cluster visualization types.

To open the Footprint settings:

  1. Click the chart Settings button.
  2. Open the Footprint Settings tab.

Clusters Content

ParameterDescription
Content
  • Volume
  • Trades
  • Volume and Trades
  • Volume and Delta
  • Delta
  • Centered Delta
  • Bid × Ask
  • Centered Bid × Ask
  • Bid/Ask
  • None
Mode
  • Full Row
  • Bid/Ask Profile
  • Volume Profile
  • Trades Profile
  • Delta Profile
  • Bid/Ask Ladder
  • Positive/Negative Delta Profile
Draw BordersDisplays borders around cluster cells.

Color Scheme

ParameterDescription
Color Scheme
  • Delta
  • Solid
  • Volume Proportion
  • Trades Proportion
  • Bid/Ask Volume Proportion
  • Heatmap by Volume
  • Heatmap by Trades
  • Heatmap by Delta
  • None
Background of ClustersSets the background color of cluster cells.
Main ColorSets the primary display color.
Bid ColorSets the color used for bid values.
Ask ColorSets the color used for ask values.
HeatmapConfigures heatmap colors.
Upper Cut-Off, %Defines the threshold used for maximum color intensity. For example, a value of 5% applies the strongest color to the highest 5% of values.
ContrastAdjusts color contrast.

Additional Footprint

The Additional Footprint feature allows displaying a second footprint on the same chart. This makes it possible to analyze cluster data using two different visualization modes simultaneously.

Available settings include:

  • Content
  • Mode
  • Color Scheme
  • Draw Borders
  • Background of Clusters
  • Main Color
  • Bid Color
  • Ask Color
  • Heatmap
  • Upper Cut-Off
  • Contrast
  • Maximum Volume Type
  • Border Color
  • Border Width
  • Text Color
  • Bold Text

Outer Border and Direction Indicator

ParameterAvailable Options
Border Type
  • Body
  • Candle
  • None
Border Color by Direction
  • Color
  • Line Style
  • Width
BorderSets the border appearance.
Direction Indicator WidthDefines the width of the direction indicator.

Text Settings

ParameterDescription
Show TextDisplays values inside clusters.
Text ColorSets the text color.
Auto SizeAutomatically adjusts font size.
Font SizeSets a fixed font size.
Cluster Values DividerDivides displayed values by the specified number, allowing more compact cluster visualization.
Width to Show TextDetermines the minimum cluster width required to display text.

Maximum Level

ParameterDescription
Maximum Volume Type
  • Volume
  • Trades
  • Bid
  • Ask
  • Negative Delta
  • Positive Delta
Border ColorSets the border color for maximum levels.
Border WidthSets the border width.
Text ColorSets the text color.
Bold TextDisplays highlighted values in bold.

Value Area

The Value Area setting controls the display color of the Value Area zone.

Proportion Settings

ParameterDescription
Mode
  • Bars — proportions are calculated using the highest value among loaded bars.
  • Visible Area — proportions are calculated using the highest value visible on the chart.
  • Whole Chart — proportions are calculated using the highest value on the entire chart.
  • Custom Proportion Value — allows manually defining the value that represents 100%.
Custom Proportion ValueUsed when manual proportion mode is selected.
Upper Cut-OffDefines the threshold for applying maximum color intensity in proportion-based color schemes.

Bid/Ask Imbalance

The Bid/Ask Imbalance feature automatically highlights significant imbalances between executed buy and sell volumes at adjacent price levels.

The calculation compares the bid volume at one price level with the ask volume at the level directly above it and evaluates the difference as a percentage.

For example, if the ask volume equals 30 and the imbalance threshold is set to 350%, then the corresponding bid volume must exceed 105 for the imbalance to be highlighted.

By default, the imbalance threshold is set to 150%. Increasing this value highlights only stronger imbalances.

To modify the threshold, open Footprint Settings and adjust the Imbalance Rate parameter.

Bid/Ask Imbalance Settings

  • Enabled — enable or disable imbalance highlighting.
  • Bid Color — color for highlighted bid imbalances.
  • Ask Color — color for highlighted ask imbalances.
  • Imbalance Rate (%) — minimum percentage difference required for highlighting.
  • Volume Filter — minimum volume required for highlighting.
  • Minimum Difference — minimum volume difference between bid and ask.
  • Ignore Zero Values — excludes comparisons involving zero values.
  • Bold Text — displays highlighted values in bold.
If the lower bid volume exceeds the upper ask volume by the specified Imbalance Rate, the bid value is highlighted. If the upper ask volume exceeds the lower bid volume by the specified Imbalance Rate, the ask value is highlighted.

Filters

ParameterDescription
Filter Type
  • Bid
  • Ask
  • Volume
  • Trades
  • Relative Volume (% of Maximum Volume)
  • Relative Trades (% of Maximum Trades)
ValueFilter threshold value.
BackgroundBackground color for highlighted values.
Text ColorText color for highlighted values.

For example, if Relative Volume is set to 90%, all clusters whose volume exceeds 90% of the maximum volume (according to the selected proportion mode) will be highlighted.

Additional information about footprint analysis can be found in the following resources:

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