Chart — Footprint / Cluster Settings

When the chart is in Clusters (Footprint) mode, a Footprint tab appears in Chart Settings with the complete order-flow configuration. This page documents every option, grouped exactly as the tab presents them.

A footprint breaks each candle into its individual price levels and shows the volume (or trades) that happened at each level, split by side. These settings control how those levels are binned, what data each column shows, how it's coloured, and which order-flow signals (POC, value area, imbalances, Big Trades, divergence) are drawn on top.

A footprint chart with the emphasised level, bid × ask cells, candlestick, vPOC, candle volume and price scale labelled (dark theme) — Anatomy of a footprint chart. vPOC is switched on here so it can be labelled.

About the screenshots

Every screenshot on this page shows the whole chart in both themes — use the Dark / Light switch above any image. Each one changes only the setting being described: all other overlays (imbalances, Big Trades, POC, value area, statistics) are off, on NIFTY futures, 5-minute candles, with a 40-tick bin size. Click an image to open it full size.

The footprint chart with every optional overlay switched off (dark theme) — The clean baseline used for every comparison on this page: single-sided bid × ask profile, 40-tick bins.

Fast start

Don't configure everything at once. Pick a Bin Size Mode, choose a Cluster Style and the Data Type for each column, then turn on just the signals you actually trade (POC, Value Area, Imbalances). Open the rest as you need them.

Open Ctrl/Cmd C on a footprint chart to jump straight to these settings. The ; key toggles the quick bin-size popup.

Footprint Presets

Setting	What it does
Apply preset	Quickly switch the footprint to a saved single-sided profile layout. Choose Custom (no preset) to configure everything by hand, or pick a preset as a starting point.

Single-sided bid-ask profile

Single-sided delta profile

Single-sided volume profile

Bid/Ask blocks double-sided preset (dark theme) — Bid/Ask blocks (double)

Bid/Ask profiles double-sided preset (dark theme) — Bid/Ask profiles (double)

Delta vs Total Volume preset (dark theme) — Delta vs Total Volume

Volume Settings

How price levels (bins) are formed and how volume numbers are shown.

Bin Size Mode

How footprint bins are sized. Three modes:

Automatic (range based) — bins are sized from the visible price range, so the number of levels stays sensible as you zoom.
Manual (fixed ticks) — you set a fixed number of ticks per bin (see Manual Bin Size below).
LTP-Based Fixed — the bin size is picked automatically from the current price using fixed brackets, and updates as the symbol's price moves between brackets. The brackets (in ticks) are:

Price (LTP) Bin size (ticks)
under 100 4
100 – 250 10
250 – 1,000 20
1,000 – 10,000 40
10,000 – 50,000 100
50,000+ 200

Price (LTP)	Bin size (ticks)
under 100	4
100 – 250	10
250 – 1,000	20
1,000 – 10,000	40
10,000 – 50,000	100
50,000+	200

Footprint with automatic range-based bins (dark theme) — Automatic (range based)

Footprint with manual 40-tick bins (dark theme) — Manual (fixed ticks) — 40 ticks

Footprint with LTP-based fixed bins (dark theme) — LTP-Based Fixed — 100 ticks at this price

Manual Bin Size (ticks)

(shown when Bin Size Mode = Manual) The fixed number of ticks grouped into each footprint level. Smaller = more, finer rows; larger = fewer, coarser rows.

Footprint with a 20-tick bin size (dark theme) — 20 ticks: the finest rows. Numbers are hidden when rows get too thin to fit them — zoom in to bring them back.

Footprint with a 40-tick bin size (dark theme) — 40 ticks

Footprint with a 100-tick bin size (dark theme) — 100 ticks

Footprint with a 200-tick bin size (dark theme) — 200 ticks: the coarsest rows.

LTP-Based Bin Size

(shown when Bin Size Mode = LTP-Based Fixed) A read-out of the bin size currently chosen from the LTP brackets above. It updates automatically as price moves across brackets — there's nothing to set.

Volume Settings with LTP-Based Fixed selected, showing the bracket read-out (dark theme) — With LTP-Based Fixed selected, the bin size is read-only and the brackets are shown in place.

Format Volume (k/M)

Converts large volume numbers to an abbreviated form for readability — e.g. 1,200 becomes 1.2k and 3,500,000 becomes 3.5M. Recommended on high-volume instruments.

Lot Size

The contract/lot size for the instrument, used to convert displayed volume into actual contracts. For example, with lot size 50, a displayed 1.2k represents 1,200 × 50 = 60,000 contracts. Set this correctly for accurate volume figures.

Display Style

Controls the shape and layout of each footprint candle.

Show as Profile

Displays footprint data as a volume profile histogram instead of individual blocks — a cleaner, traditional profile of volume across price. Good for spotting key levels and overall distribution.

Show as Profile on

Show as Profile off

Left / Middle / Right Side Display Mode

Each column of the footprint can be drawn independently as:

Block — individual per-level volume blocks (classic footprint).
Profile — horizontal profile bars.
Histogram — traditional volume-profile bars.

The Middle mode only applies to triple-sided clusters (below).

Double-sided footprint in Block mode (dark theme) — Block

Profile

Double-sided footprint in Histogram mode (dark theme) — Histogram

Cluster Style

How many columns each candle shows:

Double-sided — buy and sell on opposite sides of the price level (the classic bid×ask footprint, full detail).
Single-sided — a single column showing one chosen metric (cleaner; see Volume Type).
Triple-sided — three columns (left / middle / right), each with its own data type, for advanced multi-metric reads.

Single-sided cluster (dark theme) — Single-sided

Double-sided cluster (dark theme) — Double-sided

Triple-sided cluster (dark theme) — Triple-sided

Display Style options for a double-sided cluster (dark theme) — Double-sided adds a display mode and data type for the left and right columns.

Display Style options for a triple-sided cluster (dark theme) — Triple-sided adds a middle column as well.

Show Candlestick

Show or hide the candlestick overlay drawn on top of the footprint.

Footprint with the candlestick overlay hidden (dark theme) — Show Candlestick off: only the cluster data is drawn.

Candle Style

(shown when the candlestick is on)

Slim — narrow candle (≈60% width) that leaves room for footprint data beside it.
Thick — full-width candle drawn as an outline over the footprint; when thick is used the footprint occupies the whole width and Candle Position no longer applies.

Footprint with slim candles (dark theme) — Slim

Footprint with thick outline candles (dark theme) — Thick

Candle Position

(shown for slim candles) Where the candle sits relative to the footprint columns. Options depend on the cluster style:

Triple-sided: Left (Start), Left Center (between columns 1–2), Right Center (between columns 2–3), Right (End).
Double-sided: Left, Center, Right.
Single-sided: Left, Right (center isn't available).

Slim candle on the left of the cluster (dark theme) — Left (single-sided)

Slim candle on the right of the cluster (dark theme) — Right (single-sided)

Slim candle between the columns of a double-sided cluster (dark theme) — Center (double-sided)

Volume Type / Side Data Type

What each column actually shows. For single-sided this is Volume Type; for double/triple-sided there's a Left, Right (and Middle) Side Data Type. All offer the same choices:

Data type	Meaning
Buy Volume	Aggressive buying volume at the level.
Sell Volume	Aggressive selling volume at the level.
Delta	Net pressure (buy − sell); the most-used single metric.
Total Volume	All volume at the level, regardless of side.
Bid-Ask Volume	Volume split as traded at the bid vs the ask.
Bid-Ask Delta Volume	The bid-vs-ask difference as a delta.
Buy Trades	Count of aggressive buy trades (not volume).
Sell Trades	Count of aggressive sell trades.
Delta %	Delta expressed as a percentage of the level's volume.

Single-sided footprint showing Buy Volume (dark theme) — Buy Volume

Single-sided footprint showing Sell Volume (dark theme) — Sell Volume

Single-sided footprint showing Delta (dark theme) — Delta

Single-sided footprint showing Total Volume (dark theme) — Total Volume

Single-sided footprint showing Bid-Ask Volume (dark theme) — Bid-Ask Volume

Single-sided footprint showing Bid-Ask Delta Volume (dark theme) — Bid-Ask Delta Volume

Single-sided footprint showing Buy Trades (dark theme) — Buy Trades

Single-sided footprint showing Sell Trades (dark theme) — Sell Trades

Note

By convention the left column shows sell-side activity and the right shows buy-side, but every column can be set to any metric above for custom layouts.

Volume Colors

How the per-level values are coloured.

Show Gradient for Volume Bars

When on, volume bars fade from the background colour to the volume colour (a gradient); when off, bars use a flat solid colour.

Footprint Color Grade

How opacity maps to volume:

Smooth — opacity scales continuously with volume.
Steps (per-candle brackets) — volume is grouped into discrete brackets, each bracket a percentage of that candle's total volume.

Color Steps

(shown when grade = Steps) The number of volume brackets per candle.

Step N Range (%)

(one per step) The percentage-of-candle-volume range each bracket covers. Set a step's Max to 100 for an open-ended top bracket.

Footprint coloured with the Steps grade (dark theme) — Footprint Color Grade = Steps (per-candle brackets).

Volume Colors with the Steps grade and its step ranges (dark theme) — Steps exposes Color Steps and a range for each step.

Per-data-type colours

Below the grade controls, each active data type exposes its bar colour and text colour (the labels adapt to the chosen data type, e.g. buy/sell/delta). Use these to make the metric you care about pop.

Initiative Signals

Setting	What it does
Show Initiative Signals	Marks which side (buyers or sellers) is taking control at each price level — useful for reading momentum and possible turning points.

vPOC (Volume Point of Control)

The vPOC is the single price level in a candle with the highest total traded volume — the "fairest" price, and a common support/resistance reference.

Setting	What it does
Show vPOC	Draw the vPOC for each candle (based on maximum total volume).
Background Color	Fill colour of the vPOC level.
Text Color	Colour of the volume text on the vPOC level.
Text Style	Normal or Bold.
Border Color	Outline colour of the vPOC level.
Border Style	Solid, Dashed or Dotted.
Border Width	Outline thickness.

Footprint with the vPOC level highlighted on each candle (dark theme) — Show vPOC on: the highest-volume level of each candle is highlighted.

The vPOC settings group (dark theme) — vPOC options.

POC (Point of Control)

Unlike vPOC (which is always total volume), POC highlights the level with the highest value of the selected data type, per side — so you can find the point of control for buys, sells, delta, trades, etc., separately.

Setting	What it does
Show POC	Draw the per-side POC based on the selected data type.
Buy Background / Text / Border Color	Colours for the buy-side POC level.
Buy Text Style	Normal or Bold.
Buy Border Style / Width	Line style (Solid/Dashed/Dotted) and thickness.
Sell Background / Text / Border Color	Colours for the sell-side POC level.
Sell Text Style	Normal or Bold.
Sell Border Style / Width	Line style and thickness.

Footprint with per-side POC highlighted (dark theme) — Show POC on.

The POC settings group (dark theme) — POC options, per side.

Value Area

The Value Area is the price range containing ~70% of the candle's volume — a core Market-Profile concept that frames where fair-value trading occurred and often acts as support/resistance.

Setting	What it does
Show Value Area	Highlight the value-area zone on each candle.
Coloring Mode	Singular Color (one colour always) or Candle-based Color (green when the candle is bullish, red when bearish).
Background / Border	(Singular mode) the value-area fill and outline colours.
Bullish Background / Bullish Border	(Candle-based mode) colours when the candle is up.
Bearish Background / Bearish Border	(Candle-based mode) colours when the candle is down.

Footprint with a single-colour value area (dark theme) — Coloring Mode = Singular Color

Footprint with candle-based value area colours (dark theme) — Coloring Mode = Candle-based Color

The Value Area settings group (dark theme) — Value Area options.

Candle Statistics

Numeric stats printed above or below each candle.

Setting	What it does
Show Volume	Total volume of the candle.
Show Delta	Candle delta (buy − sell): positive = buying pressure, negative = selling.
Show CVD	Cumulative volume delta — the running total of delta over time, for sustained pressure.
Show COT High	Signed volume traded after a new high forms (positive = buying, negative = selling).
Show COT Low	Signed volume traded after a new low forms.
Position	Place the stats Above Candle or Below Candle.
Font Weight	Normal or Bold.
Show Labels	Show descriptive labels next to each stat value.
Vertical Spacing	Gap between stacked stat lines.
Volume / Delta / CVD / COT High / COT Low Color	Individual colours for each stat.

Footprint with candle statistics above each candle (dark theme) — Position = Above Candle

Footprint with candle statistics below each candle (dark theme) — Position = Below Candle

The Candle Statistics settings group (dark theme) — Candle Statistics options with all five stats on.

Delta Divergence

Highlights where price and delta disagree — e.g. price falls while delta shows strong buying — often a clue to reversals or continuation.

Setting	What it does
Show Delta Divergence	Turn on divergence highlighting.
Show Border	Draw a border around divergence zones to define them clearly.
Show Strength Indicator	Add a bar whose height/intensity reflects the strength of the divergence.
Min Delta Threshold	Minimum delta volume needed to flag a divergence — raise it to filter weak signals, lower it to catch more.
Positive Color	Bullish divergence (price down, delta buying → possible up-reversal).
Negative Color	Bearish divergence (price up, delta selling → possible down-reversal).
Positive Border / Negative Border	Outline colours for each, usually a more opaque shade of the fill.

Footprint with Delta Divergence highlighting on (dark theme) — Show Delta Divergence on.

The Delta Divergence settings group (dark theme) — Delta Divergence options.

Big Trades

Plots large aggressive executions directly at their traded price. Historical markers are reconstructed from raw ticks; live markers use the realtime trade feed. Buy/sell classification uses bid/ask quotes when available and falls back to the tick rule. A marker is evidence of executed aggressive volume, not proof that it came from one institution.

Setting	What it does
Show Big Trades	Turn execution markers on or off.
Detection	Individual evaluates each exchange print. Cumulative groups consecutive same-side prints.
Group Window / Price Tolerance	Control how cumulative prints are joined in time and price.
Aggressor Side	Show both sides, buys only or sells only.
Minimum / Maximum Lots	Define the displayed size band; zero disables the upper boundary.
Marker / Size Scaling / Size	Choose shape and stable threshold-relative sizing.
Marker Opacity / Buy / Sell Color	Control marker appearance by aggressor side.
Show Labels / Label Unit	Print lots or raw executed quantity inside readable markers.
Visible Marker Budget	Caps work per frame; the largest prints are retained in exceptionally dense views.

Changing a detection filter reprocesses ticks in a background worker and does not request the same history again.

Footprint with Big Trades markers (dark theme) — Show Big Trades on (Diamond markers, minimum 50 lots).

Footprint with cumulative Big Trades detection (dark theme) — Detection = Cumulative prints

Footprint with buy-side Big Trades only (dark theme) — Aggressor Side = Buy only

Footprint with sell-side Big Trades only (dark theme) — Aggressor Side = Sell only

Big Trades drawn as circles (dark theme) — Marker = Circle

Big Trades drawn as hollow circles (dark theme) — Marker = Hollow circle

Big Trades drawn as squares (dark theme) — Marker = Square

The Big Trades settings group (dark theme) — Big Trades options.

Imbalance Detection

Flags price levels where one side's volume dominates the other.

Setting	What it does
Show Imbalances	Turn on imbalance highlighting.
Threshold	The buy:sell (or sell:buy) ratio required to mark a level as imbalanced.
Buy Imbalance Color	Where buying volume strongly exceeds selling.
Sell Imbalance Color	Where selling volume strongly exceeds buying.
Buy Font Weight / Sell Font Weight	Normal or Bold for the imbalanced price labels.
Buy Font Color / Sell Font Color	Text colour of the imbalanced price levels.

Footprint with imbalances at a 3× threshold (dark theme) — Show Imbalances on, Threshold = 3

Footprint with imbalances at a 2× threshold (dark theme) — Threshold = 2: more levels qualify

The Imbalance Detection settings group (dark theme) — Imbalance Detection options.

Stacked Imbalances

Consecutive imbalances at adjacent levels accumulate into supply/demand zones.

Setting	What it does
Show Stacked Imbalances	Draw stacked-imbalance zones that build up over time.
Bullish Zone	Colour for accumulated buying-pressure zones.
Bearish Zone	Colour for accumulated selling-pressure zones.

Footprint with stacked imbalance zones (dark theme) — Show Stacked Imbalances on.

The Stacked Imbalances settings group (dark theme) — Stacked Imbalances options.

A practical footprint setup

Bin Size LTP-Based Fixed; Cluster Style Double-sided with left = Sell Volume, right = Buy Volume; turn on vPOC, Value Area and Imbalance Detection; add Delta and CVD to Candle Statistics. That gives you levels, fair value, absorption and net pressure at a glance.