Footprint chart

Also written footprint charts, cluster chart, order-flow footprint

A footprint chart splits each bar into its price levels and prints, at every level, how much traded there by aggressive sellers and how much by aggressive buyers. It cannot be drawn from candles: it needs every trade with its price and aggressor side, so how much footprint history a tool shows is decided by how much trade data it recorded, not by its chart.

A candle tells you where a bar opened, closed and travelled. A footprint opens it up and shows where inside that range the volume actually traded, and which side was the aggressor at each price.

How it works

The grid. Each bar is divided into rows, one per price level. In each cell the chart prints two numbers: volume sold by takers hitting the bid, conventionally on the left, and volume bought by takers lifting the offer, on the right. Quantower's help page describes its default the same way — in imbalance mode the sell volume (bid) on the left of the bar and the buy volume (ask) on the right. From those two numbers every variant is derived: total volume per level, delta per level (ask minus bid), delta as a percentage of volume, trade count, the largest single trade. Summed over the bar, delta per level gives the bar's volume delta; summed over bars, it gives cumulative volume delta.

Imbalance. Most tools colour a level when one side dominates. The usual comparison is diagonal: aggressive buying at one price against aggressive selling one level below it, because that is where a buyer lifting the offer and a seller hitting the bid actually met. The ratio that counts as an imbalance, and the minimum volume before it counts at all, are settings — and they differ by default between tools, so two charts of the same bar can highlight different levels.

Row size. One row per tick is the honest version and often an unreadable one. With a tick of ten cents and a bar that spans 500 dollars, a single bar has 5,000 rows. Every footprint tool therefore aggregates: Quantower's "custom step" sums as many price levels into one row as you set, defaulting to one tick. Rows of 25 dollars and rows of 5 dollars on the same bar can show a different level as the one where the most volume traded, which matters when the chart is read for a single price.

The data underneath. Each cell needs every trade inside the bar with its price, its size and the side of the taker. Exchanges publish that on their trade streams — Binance's trade messages carry price, quantity and "Is the buyer the market maker?" — so a desktop that connects straight to the venue can build a footprint live. History is the hard part. OHLCV has no per-price information, so a footprint for last month exists only if someone recorded last month's trades and will sell them to you.

Why it matters here

Seven cards here offer a footprint, and the chart is the least different thing about them. What differs is the trade data behind it, the history kept and the tier it sits on:

  • ATAS includes footprint and cluster charts on its free Start tier, with one active crypto connection.
  • Quantower puts cluster charts in its paid volume-analysis set, but lists Binance and Bybit connections as unlocking every paid feature for free.
  • Exocharts claims up to six years of tick-by-tick crypto history — on a page the card records as stale, so treat the figure as the vendor's.
  • GoCharting gates footprint and imbalance charts behind Premium, and its plan table, not its marketing copy, sets how many bars load.
  • Bookmap is a heatmap product first; its Footprint add-on arrives only with Global Plus at 99 dollars a month, which carries seven days of crypto backfill.
  • CoinAnk sells the footprint as the VIP layer of a free screener.
  • CoinGlass offers footprint in its order-flow set, with footprint history on the API from the Professional tier.

Before comparing prices, ask three things: which venues' trades it records, how far back the recorded trades go on the plan you would buy, and what row size and imbalance threshold it defaults to. A footprint is only as long as the trade archive under it, and on most of these products the archive is what the subscription meters.

Where you will meet this

The cards where this changes a decision, then the rest that use the word.

Sources

  1. Cluster chart — Quantower help — Quantower, read
  2. WebSocket Streams — Trade Streams and Aggregate Trade Streams — Binance, read

FAQ

Is a cluster chart the same thing as a footprint chart?

Yes. ATAS and Quantower, both from the futures world, call it a cluster chart; Quantower's own help page uses the two names interchangeably, describing imbalance "in the footprint chart" on a page titled Cluster chart. Browser tools and crypto screeners tend to say footprint. Variants that print only total volume, or only delta, per level are the same grid with fewer numbers in each cell.

Why does the footprint stop a few days back when the candles go back years?

Because the candles and the footprint come from different data. A candle is five numbers per bar; a footprint is every trade inside it. Vendors keep the first for years and the second for as long as they chose to store, and plan tables meter it separately — on CoinGlass's API, footprint history starts at the Professional tier.

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