What is a footprint chart? A NinjaTrader 8 beginner’s guide
A footprint chart is the single most useful upgrade a futures day trader can make to their NinjaTrader 8 charts. Here is what it is, how it differs from a candlestick, and how to start reading one.
What is a footprint chart?
A footprint chart (also called a cluster or volume-at-price chart) shows the buy and sell volume transacted at every individual price level inside each bar. A normal candlestick gives you four numbers: open, high, low, close. A footprint keeps the detail a candle throws away: how much traded at each price, and which side, bid (sellers) or ask (buyers), was aggressive.
Footprint vs. candlestick
Two bars can close identically green yet mean opposite things. One was buyers steadily lifting offers; the other was a single block trade with no follow-through. A candle hides that. A footprint shows it, which is why ES and NQ scalpers rely on it.
What a footprint shows you
- Bid vs. ask volume at each price level.
- Where imbalances printed (one side 2:1 over the other).
- Absorption at highs and lows.
- Per-bar and cumulative delta (net buying vs. selling).
How to add a footprint chart on NinjaTrader 8
You need a data feed with Level 2 / DOM data (Rithmic, CQG, Kinetick, IB L2). NinjaTrader has a native order-flow option, and third-party indicators like Imprint Flow render the footprint with imbalances and absorption highlighted automatically, on the free NT8 license, no Lifetime required.
Next steps
Once you can see the footprint, learn to read it: start with our order-flow guide and absorption & imbalances guide, and grab the free cheat sheet.
Imprint Flow surfaces all of this automatically.
Footprint, imbalances, absorption, and delta. Live on your NinjaTrader 8 chart. From $29/mo. All sales final.