Order flow & order book
Footprint (candle by price level) explained
Footprint chart – buys and sells at each price level
Quick definition: A footprint view splits a candle by price level: each level shows how much aggressive buying and selling traded there.
DeepDom already stores trades by price for 4 futures exchanges (each cell ≈ 0.05% of price); a footprint display on the chart is not available yet.
💡 Example
A 1-hour BTC candle runs from 99,000 to 100,000. The footprint shows 4 million USD of aggressive selling and 1 million USD of aggressive buying at 99,200, while at 99,800 aggressive buying exceeds selling.
Related terms
Volume deltaDelta is aggressive buying minus aggressive selling within one candle (or one price range).…POC, VAH and VALPOC (Point of Control) is the price with the most traded volume over a period (for example one day).…CVD (Cumulative Volume Delta)CVD (Cumulative Volume Delta) is the running total of aggressive buying minus aggressive selling over time.…
Educational content for reference only, not financial advice. Leveraged trading carries the risk of losing your entire capital.