Published
The principle
A standard candle tells you four things: open, high, low, close. The footprint opens the candle and shows the volume actually traded at each price, split between aggressive buying (at the ask) and aggressive selling (at the bid). It's the difference between seeing that price moved and seeing why it moved.
What DeepCharts does better
On DeepCharts, Deep Prints relies on MBO (order-by-order) data: the bid/ask split is exact and tick-stamped, where many retail platforms estimate it from aggregated data. You switch in one click between classic footprint, order-flow profile, delta profile and big-trades view, with a zoom that stays readable and a layout of up to four columns to compare side by side.
Using it day to day
Day to day, set the footprint on your working timeframe (tick or 1 min to scalp, 5 min intraday) and read it with the trend and VWAP. First find the high-volume nodes — the prices the market will want to revisit — then watch the ends of moves. It shines on liquid futures: NQ, ES, FDAX.
Example: at the US open the NQ prints a new high, but the last candle shows heavy aggressive buying at the top… while price fails to advance. Buyers are being absorbed by passive sellers: an exhaustion signal before a pullback that the plain candle didn't show.
⚠ The trap to avoid
The trap: reading a footprint candle in isolation. A buy imbalance mid-trend says nothing; the same at an extreme, against a liquidity wall, says everything. Footprint is a contextual confirmation tool, not an automatic signal.
Combine it with
Combine it with delta (the numeric effort) and the liquidity heatmap (resting passive orders): the footprint shows execution, the others show the context that gives it meaning.
FAQ
Footprint vs a normal candle — what's the difference?+
A candle shows only open, high, low and close. The footprint opens the candle and shows the volume traded at each price, split between aggressive buying (ask) and aggressive selling (bid) — the real mechanics of the move.
Why is Deep Prints more accurate?+
Because it reads MBO order-by-order data: each execution is tick-stamped, so the bid/ask split is exact rather than estimated from aggregated data.
Which timeframe should I read the footprint on?+
No universal timeframe: scalping on short candles (tick or 1 min), intraday on 5 min. What matters is consistency with your reading of trend and levels.
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