Welcome: what you will learn, and how

This course starts from zero. You have never opened a footprint, the word “delta” mostly makes you think of options, and the heatmap looks like a screensaver for now? Perfect: it was written precisely for you. By the end, you will know how to read what happens inside a candle, understand why price reacts at a level, and build a first trade with a stop, a target and a size calculated before you press the button.

Order flow has a reputation for being reserved for professionals. That is only half true. The basics fit into a dozen simple ideas: an order book, two families of orders, a difference between buyers and sellers, a place where the market did the most business. What takes time is seeing them together, live, without panicking. The course is built for exactly that: one idea at a time, then the same idea on a real capture, then a quiz that checks you have really understood it.

What you will be able to do at the end

• Read an order book, a DOM and a time & sales, and say who is in a hurry and who is waiting.
• Calculate and interpret volume, delta and CVD, without falling into their classic traps.
• Read a footprint cell by cell: imbalances, the candle's POC, finished or unfinished auction.
• Spot on a volume profile and a VWAP the prices the market considers “fair”.
• Read the DeepDom heatmap: the walls, their age, and the execution bubbles that come to test them.
• Recognize four behaviors: absorption, exhaustion, the iceberg and the stop hunt.
• Execute three learning setups with a card, and size every trade from its stop.

The program

1. Getting started: what order flow is, and what the candle does not show.
2. The terrain: the futures contract, the tick, the day in Paris time, the participants, the data.
3. The order book: bid, ask, spread, order types, the mechanics of price, the queue, the stops.
4. The DOM and the time & sales: the live price ladder, column by column.
5. Volume and delta: who took the initiative, the CVD, and the traps.
6. The footprint: the X-ray of a candle with DeepCharts' Deep Prints.
7. The volume profile and the VWAP: where the market did business.
8. The heatmap and large orders: the memory of the order book, the bubbles, Big Trades.
9. The four behaviors: absorption, exhaustion, iceberg, stop run, and the real breakout.
10. Building a trade: the funnel method, three setups, the stop and the target.
11. Risk and psychology: size, expectancy, prop firms, beginner mistakes.
12. Your routine: the workstation, the typical session, replay, the journal, the ninety-day plan.

The tools of the course

The captures come from DeepCharts, a platform designed for order flow on futures. Two modules come up again and again. DeepChart displays the charts: candles, footprint (the Deep Prints), delta, profiles, large orders. DeepDom displays the order book: the DOM, the liquidity heatmap, the execution bubbles. The concepts themselves are universal: a footprint is still a footprint on any serious platform. Several annotated captures come from other courses on the site, notably the ES session of November 3, 2026: you will meet them again later, read at an advanced level.

The conventions

• Paris time everywhere. The New York open is 3:30 pm.
• Instruments: ES (S&P 500) and its micro, MES, are the main example; NQ (Nasdaq 100) and MNQ appear on several captures.
• Prices in points, sizes in contracts (also called “lots”).
• Amounts are in dollars, per contract, excluding fees unless stated otherwise.

How to follow the course

Read the lesson, look at each capture while searching yourself for what the text describes, then answer the module quiz. From module 4 onward, open a platform in simulation and find the concepts on the live market or in replay. The glossary details every term, and the interactive demo lets you handle a heatmap step by step.

Important reminder: this course is educational material, not investment advice. Trading futures involves a substantial risk of loss, and most beginners lose money. Everything that follows is practiced in simulation first.