How to read a footprint chart

What is a footprint chart?

Every trade on an exchange has an aggressor: the side that crossed the spread and took liquidity. A market buy lifts the offer; a market sell hits the bid. A footprint chart keeps that distinction. Instead of drawing one body and two wicks per bar, it prints two numbers at each price the bar traded: the volume sold into the bid on the left, and the volume bought from the offer on the right.

Traders also call it a bid × ask chart (bid x ask, or a bid/ask footprint), a cluster chart, a numbers bar or an order flow chart. Two of its cell modes have names of their own: a delta footprint prints buys minus sells at each price, a volume footprint the total. The idea is the same in all of them. Read a bar from its low to its high and you can see where the move was built, where it stalled, and whether the last push had anyone behind it.

How does a footprint chart work?

Your browser connects straight to the exchange’s public trade stream and receives every print with its price, size and aggressor side. Binance, for one, publishes the side on each trade as whether the buyer was the market maker, in its aggregate trade stream: when the buyer was the maker, the aggressor sold. A Web Worker files each trade into its bar and price row as it arrives. There is no sampling, no interpolation, and no Klustra server in the path of the live data.

We check the result against the exchange’s own record. On 6 October 2026 we added up the published trades for thirteen one-minute bars, twelve on Binance BTCUSDT, live and from history, and one on Bybit: every price row’s bid and ask matched the chart to the last decimal, and so did each bar’s volume and its number of trades.

Rows are grouped automatically as you zoom. A row is always a whole number of the exchange’s own ticks, never a price in between, and it stays at least 14 pixels tall (20 on a phone) so its figures can be read. Zoomed out, several ticks share a row; zoom in and the rows split back towards single ticks. Bars never get narrower than their numbers either: zooming out stops at the width they need. You never pick a grouping by hand, and the rows always add up to the bar’s real volume.

How to read a footprint chart

Read each bar from its low to its high. Everything drawn on it is a statement about the trades inside it: learn these seven marks and the rest of the chart reads itself.

Why the imbalance is diagonal

A buyer lifting the offer at a price is meeting sellers who were resting there, one step above the best bid. So Klustra compares the buying at each price with the selling one price step lower, not with the selling at the same price. A price that never traded counts as a real zero, so an imbalance is never drawn across a gap in the ladder.

Imbalances, stacked imbalances, POC and unfinished auctions

What is an imbalance on a footprint chart?

A price where one side overwhelmed the other along that diagonal. Klustra marks a buy imbalance where the market buying at a price is at least 3× the selling one price step lower, and a sell imbalance where the selling is at least 3× the buying one step higher. The figure is underlined. It keeps its side’s colour while that colour can be read on its cell; on the heaviest cells it turns light or dark so the number stays legible, and the underline still marks it. Buying against a price where nothing sold is an imbalance at any ratio.

What is a stacked imbalance?

Three or more imbalances on the same side at consecutive prices. Klustra draws a rail along the bar: green on the right for buyers, red on the left for sellers. Consecutive means neighbouring prices, not neighbouring rows, so two imbalances either side of a price that never traded are two separate signals. Switch on Imbalance stacks to carry each stack right as a zone until price comes back; the stacked imbalance guide covers how to read and trade them.

What is the point of control (POC)?

The price row where the most volume traded in the bar, buying and selling together, drawn with an outline. If two rows tie, the lower price wins, so a bar reads the same whether it was built live or loaded from history.

What is an unfinished auction?

A small dash above a bar’s top row, or below its bottom row, means both sides traded in that extreme row: there is no zero at the edge of the bar. Auction theory reads that as an auction that did not finish, and such extremes are often revisited. The row is the one on your screen, so when you zoom out and a row covers more prices, the mark appears more often.

Footprint chart types: bid × ask, delta, volume and delta profile

The same trades can be printed four ways. Choose one under Cell mode in Footprint settings; the chart redraws at once and keeps your choice. Nothing is recalculated, only drawn differently.

On a phone held upright, two figures per row cannot be read at that width, so the chart steps down on its own, from bid × ask to delta, then volume, then delta profile, and the legend at the top of the chart says what it is drawing: “Bid×Ask · Volume”, for example. Turn the phone sideways and the bid × ask cells come back. Your setting is never changed.

Footprint patterns to look for

None of these is a signal on its own. Each is a question the footprint can answer when price reaches a level you already care about.

How to use a footprint chart in trading

A footprint is a magnifying glass, not a map. It is most useful at prices you chose before you looked at it: yesterday’s high, a range edge, a level where price turned before. Away from those, most footprint bars are noise.

1. Mark your levels on candles first

   Use a higher timeframe to decide where a reaction would matter. Draw them with a horizontal line or ray.

2. Switch to the footprint as price arrives

   Drop to a timeframe where each bar holds enough trades to read, often 1m to 5m on BTC.

3. Ask who is winning at the level

   Absorption, a stacked imbalance or an unfinished auction answers that question. Nothing is also an answer.

4. Decide where you are wrong before you enter

   The price that would prove the read false is your invalidation. The long and short position tools size the trade from it.

Footprint chart vs candlestick, volume profile and DOM

A footprint is one of several ways to look at the same market, and each answers a different question. They work best together: the DOM ladder shows who is waiting before the trade, the footprint shows who traded, and the delta panel and CVD add the same aggressor split up per bar and over time.

Set it up in Klustra

1. Open the chart

   Go to the free chart. No account is needed.

2. Pick a market

   Choose the exchange and the instrument, for example the Binance BTCUSDT perpetual.

3. Switch the chart type to Bid×Ask

   The chart-type switcher in the toolbar turns candles into footprint bars.

4. Open Footprint settings

   Use the gear on the Bid×Ask row at the top left of the chart, or right-click the chart and choose Chart settings…. Pick the cell mode there, and tune the imbalance ratio and the stacked-imbalance minimum.

5. Zoom to the bars you care about

   Bars stop narrowing at the width their numbers need, and rows regroup on their own as you zoom.

6. On a phone

   Turn it sideways for bid × ask cells. Upright, the chart prints one figure per row and the legend names it.

Every setting

Common mistakes

• Reading every bar. Most footprint bars in the middle of a range say nothing. Read it at your levels.
• Treating a big number as intent. Size shows what traded, not why. One print can be a hedge, a liquidation or a closing order.
• Comparing venues as if they were one market. Each exchange has its own tape. A footprint on one venue shows that venue’s trades.
• Trusting an imbalance on a thin bar. Three lots against one is 300%, and means nothing. Check the volume behind the ratio.

Klustra and other footprint tools

Klustra runs in the browser: there is nothing to install and no account to open, and the live footprint is free with six hours of order flow on seven exchanges. If you are coming from another platform, the comparisons go through what carries over and what does not: Klustra vs Exocharts and Klustra vs TradingLite.

Free and Pro

The footprint and everything drawn inside it are part of the free chart. Pro adds deeper history and the live book and tape tools that go with it.

Questions