Learn
Features
Nineteen tools, each with settings and named limits.
Measurement conditions
- CPU:
- AMD RYZEN AI MAX+ PRO 395 w/ Radeon 8060S
- OS:
- Windows 11 10.0.26200
- Python:
- 3.12.13
- Feed:
- bereits laufende Instanz auf Port 7020, NinjaTrader 8, echter Feed
Gemessen gegen eine laufende Instanz mit echtem NinjaTrader-Feed, Render in Chrome ohne Fenster. Eine absolute Tick-bis-Frame-Zeit braucht Feed-Uhr und Rechneruhr im Gleichlauf; weichen sie ab, steht sie als nicht gemessen in der Datei und es zaehlt frame_latency, die Streuung der Uebertragungszeit um ihren Median.
2026-08-19T11:26:38Z
Footprint
Contracts executed per price level and bar, with bar POC, value area, imbalances and single prints.
Series with footprint p95
106.2ms
Frames
9.25/s
Transfer spread p95
452.5ms
What it shows
Footprint shows, for every bar, how many contracts were executed at which price level. Four print types are available: ask/bid split, volume, delta and delta + volume. The result is drawn either as a profile histogram or as a box.
Marked are the bar POC with a yellow frame, the value area with a blue background, diagonal bid/ask imbalances and single prints. The imbalance threshold is entered as a percentage: 300% means one side traded three times as much as the diagonally opposite cell. The stored value remains the ratio 3.0. The mark sits on the side where the imbalance occurred — left cell edge for bid, right for ask.
Tick grouping works automatically so that rows stay readable, or it follows a fixed value from the setup dialog. Full tick mode never groups ticks and gives every tick its own row. It wins over tick grouping, so there is only one truth, but it appears only once the zoom level is enough for a readable row.
Settings
| Setting | Default | Range | Effect |
|---|---|---|---|
| imbalance_ratio | 3.0 (300%) | ratio, dialog in percent | at which ratio to the diagonal cell a mark is drawn |
| imbalance_min_diff | 10 | contracts | minimum difference before an imbalance counts at all |
| max_footprint_bars | 1,500 | bars | how deep the footprint is kept |
| fpFullTicks | off | on / off | full tick mode: one row per tick, wins over tick grouping |
| Tick grouping | automatic | automatic or fixed | automatic groups at 3, 6 and 10 px per tick; from 16 px each tick stands alone |
| Print type | ask/bid split | ask/bid split, volume, delta, delta + volume | which number sits in the cell; drawn as profile or box |
Limitations
- Imbalance marks are drawn only in the print types volume combined and ask/bid split. Volume, delta and delta + volume show none.
- Full tick mode appears only from a readable row: 9 px row height and 34 px bar width. Until that is reached the chart says so instead of drawing a squeezed footprint.
- The numbers inside the cells depend on the same thresholds. Reading them requires zooming in.
- Bars filled from minute bars carry no order flow and therefore no footprint.
Ready for the order flow?
An account takes a minute. Then 14 days of the whole station: footprint, delta, order book, tape – no payment details.
Afterwards from €49.99 / month or €999.00 once · books from €9.99 · final prices