Footprint Charts: The Trade Data They Need, and Who Has It

A footprint chart divides a single price bar into rows, one row for each price the bar traded at, and prints numbers inside each row instead of leaving the bar solid.

Every guide that ranks for the term explains how to read those numbers. None of them tells a reader whether the numbers exist on the account they already have.

That question comes first, because the chart is a display of executed trades and the data behind it is not distributed the same way everywhere. On some instruments it arrives complete. On others the platform draws the same picture over a quantity that is counting something else entirely.

This page sets out the data condition before the reading technique, separates three numbers that are usually treated as one, and says which figures in circulation cannot be checked.

What One Footprint Cell Holds

Take one bar on a one-minute chart. During that minute price moved through a range of levels, and at each level some quantity changed hands. A footprint chart draws one row per level and prints the traded quantity there.

A row split into two figures is doing something more than that. It is separating the quantity that traded at that price into the part where a buyer crossed the spread to take the offer and the part where a seller crossed to hit the bid. That split is the whole point of the chart, and it is also the demanding part, because it requires the data feed to say which side of the quote each trade arrived on.

Two facts per trade are therefore needed: a size, and an aggressor side. A feed that carries only a price and a size can build a histogram of where volume traded, which is what the volume profile indicator shows. It cannot build a footprint, because the left and right figures in each row have nothing to distinguish them.

Everything a footprint chart is used for follows from that one split. Remove it and the chart collapses back into a volume study with extra formatting.

Whether Your Account Can Produce One

The four guides that rank for this term work through their examples on exchange-traded futures, where the aggressor side is part of the published trade record. That choice is never explained, and a reader on a different instrument is left to assume the chart transfers.

It transfers when the instrument trades on a central venue that publishes a trade record, when the platform receives that record rather than a derived quote stream, and when the platform exposes the aggressor side rather than discarding it. Those three conditions travel together on listed futures. They come apart elsewhere.

Spot foreign exchange is the clearest case of them coming apart. There is no central venue publishing a consolidated trade record, which is the same structural fact that decides what a depth window can show and is set out on what a depth of market window shows. A retail platform quoting spot FX is showing one liquidity arrangement, not a market-wide tape, so there is no trade record for a footprint to be built from.

Contracts for difference sit in between and have to be checked one instrument at a time. A CFD on an exchange-listed future may be carrying the underlying exchange volume through to the platform; a CFD on a currency pair is not.

The question to put to a provider is narrow. Does this symbol deliver exchange trade volume, and does the platform expose the side each trade came in on. A yes to the first and a no to the second still leaves the chart unbuildable, and it is the second answer that providers are least likely to have ready.

The reason this decision has to be made before anything else is that the software will usually draw something regardless. What it draws in the absence of trade data is the subject of the next section.

Tick Volume and Traded Volume Are Two Different Quantities

MetaQuotes documents the distinction directly in the structure that holds one bar of price history. The MqlRates structure in the MQL5 documentation carries two volume fields on the same bar: one labelled tick volume, one labelled trade volume. They are separate fields because they hold separate measurements.

Tick volume counts how many times the quote changed inside the bar. Trade volume is quantity that actually changed hands. On a symbol where the platform receives no exchange trade data, the first field is populated and the second is not, and any study that asks the bar for its volume gets the count of quote updates.

An active minute with heavy quoting and thin trading produces a large tick count. A quiet minute in which one large order fills produces a small one. The two quantities can move in opposite directions, which is why substituting one for the other quietly changes what a chart means rather than making it approximate.

A footprint drawn over tick volume is a picture of quoting activity by price. It may still be informative about where the quote spent its time, but the figures inside the rows are not sizes, and the split between the two sides is not a split between buyers and sellers. Reading it as though it were is the failure mode this whole section exists to prevent.

Volume, Delta and Imbalance Are Three Readings, Not One

The readable guides move between these three words as though they were interchangeable. They are three separate computations, and confusing them makes the chart look like it is saying more than it is.

Volume at a price is the total that traded there, both sides added together. Delta at a price is the difference between the two sides at that same price, carrying a sign. Cumulative delta is the running total of those differences through the bar or the session. An imbalance is neither: it is a ratio, and a ratio requires two cells to compare.

That last point is where the published treatments stop being usable. One of the four states a percentage threshold above which it treats a cell as imbalanced, and describes that threshold as its own preference. It never states which two cells the percentage is taken over.

Without that, the number cannot be carried anywhere. Two products applying the same threshold to different comparisons will flag different cells on identical data, and a reader copying the figure from an article into a platform setting has no way to tell which of the two behaviours has been configured.

The practical consequence is that a delta figure can be compared across platforms and an imbalance flag cannot, unless both platforms document the comparison and the documentation agrees.

What the Chart Shows That a Depth Window Does Not

A footprint chart is a record of completed transactions. Every figure in it describes something that has already happened: a quantity that filled, at a price, on one side of the quote.

A depth window is the opposite kind of object. It lists orders that are waiting and have not traded, which means it is a statement of intention that can be withdrawn before it becomes anything. The two displays answer different questions and neither substitutes for the other.

The consequences of that difference for reading a depth ladder, including why large resting quantities are unreliable evidence, are worked through on the depth of market page and are not repeated here.

What belongs here is the half that runs the other way. Because the footprint records only fills, it is silent about everything that was offered and then cancelled, so a level can be crossed with very little trading if the resting quantity disappeared rather than being consumed. A thin row is therefore ambiguous on its own: it can mean nobody wanted the price, or it can mean the orders that were there stepped away before anyone reached them.

The availability of the two feeds is also separate. A platform may carry one and not the other, and the depth product in particular is priced and distributed as its own item, which is covered under why a retail forex account never carries depth-of-book data.

Where the Published Guides Have Gone Out of Date

Of the four readable guides on this SERP, one carries a publication date of March 2022 and no modified date at all, one is dated November 2023 with no update marker, one stamps its software section as updated in 2023, and one was published in January 2025.

Age matters unevenly across a page like this. The definition of a footprint cell has not changed and will not. The software section is the part that decays, because it lists which products draw the chart, on which markets, and at what subscription tier, and all three of those move.

Two of the four also carry sidebars showing recent posts dated in 2026 beside body text written years earlier, which makes a page look current when the substance is not. Checking the article date rather than the newest date visible on the page is worth doing before treating any platform list as a shopping guide.

The Numbers Every Guide Repeats Without a Source

Several specific figures circulate across these pages, and not one of them is attributed to anything a reader can check. An origin year and trademark claim for the chart type appears without a source. A statistic about the share of daily volume attributable to algorithms appears without a source.

The imbalance threshold discussed above is stated as a personal preference. Every tick count, delta figure and price level in the worked examples is presented as market data with no indication of where it came from or whether it was constructed to illustrate the point.

None of those figures appears above, and their absence is deliberate rather than an omission. A number that two or more publishers repeat and no primary source states is not evidence of anything except that it has been copied.

What can be stated is what a vendor or an exchange documents about its own product, and what MetaQuotes documents about the fields in a bar. That is the reason this page carries a definition of tick volume and no percentage anywhere.

Readers For Whom This Chart Adds Nothing

A reader trading spot currency pairs on a retail platform gains nothing from a footprint display, because the quantity underneath it is a count of quote changes. The rows will populate and the colours will vary, and none of it is describing traded size.

A reader working on daily or weekly bars is also outside its range. The chart resolves activity inside a bar, so its value falls away as the bar gets longer, and at that horizon a volume study of the kind described on market profile is asking a better-matched question.

If the instrument does deliver exchange trade volume with an aggressor side, the next thing worth understanding is the display that shows the opposite side of the same market, since resting orders and completed trades are read together or not at all. The depth of market page covers that side, and the level 2 page covers what such a feed costs and who sells it.