Historical Footprint Charts: Replay Any Past Session
A historical footprint chart shows the buy and sell volume at every price inside each candle for a day that has already traded. On MarketByOrder you pick the day and the minute, and the session replays from there: the footprint builds one trade at a time, the same way it did live, with the bars before your start time already on the chart.
Open a past day
- Under Session date, click the date and pick a day from the calendar. Greyed out days have no data. Latest day and Random day are one click shortcuts.
- Set the Time. RTH open jumps to 9:30 ET and RTH close to 16:00 ET.
- Pick the Primary instrument, for example ES or NQ.
- Click Open session.
- In the chart header, open the chart style menu and choose Footprint: Gradient, or one of the other footprint styles.
Timeframes run from 5 second to 5 minute bars, plus tick bars (133t up to 1064t). On 1 minute bars you can scroll back through more than a day of footprint before your start time.
Move around the day
Play at speeds from 0.01× to 16×, and pause whenever something catches your eye. To jump somewhere else, right click any bar and pick Replay from here, or Skip to here if that minute has not loaded yet. Clicking the time in the header opens Select Date & Time for a completely different day.
A replay is not just a picture of a finished chart. You see which prints came first, where the delta flipped mid bar, and you can place simulated trades while it plays. The DOM ladder replays alongside the chart, so you can see the resting orders behind a footprint bar as well as the trades inside it. DOM Replay walks through three examples of that.
Which markets, and how far back
The included data covers these futures, from August 2025 onward:
ES, MES, NQ, MNQ, YM, MYM, RTY, M2K, CL, NG, GC, MGC, SI, ZN, 6E, M6E, BTC, plus FDAX on Eurex.
CME days become available about eight hours after they trade, so yesterday is always there. Every symbol is a continuous contract that rolls from one front month to the next.
For older dates, specific contract months, or the full order book, connect your own Databento key in your account. You pay Databento directly for the data a replay uses, a few cents per replay hour for ES or NQ.
Days worth replaying
Scheduled news is the easiest place to start, because you know exactly when volume is about to arrive. Both links below open the replay ten minutes before the event.
ES, FOMC decision, September 16, 2026
In the fifteen minutes before, ES traded 650 to 1,200 contracts a minute. The rate decision came out at 14:00 ET and the 14:00 bar traded 7,077. It spiked to about 7,691, then fell back to about 7,676 and closed red, even though its delta was +333. The 14:01 bar kept going down to about 7,669 on a delta of -662 and 7,868 contracts. At 14:02 buyers took it back (+296 on 4,788), and by 14:05 ES was near 7,687 again.
On the finished chart the 14:00 bar is one tall candle. Replayed, you see the order it happened in: the spike up first, then the whole move handed back before the minute closed.
NQ, the cash open, September 18, 2026
The 9:30 open is the busiest stretch of most days. On 30 second bars, the first bar after the open traded 3,274 contracts, more than any bar after it. Buyers pushed NQ up to about 29,840 by 9:31:30, and the next bar gave most of that straight back on a delta of -204. On 1 minute bars those two moves would sit inside the same candle.
Pricing
Every account gets 3 replays and 5 minutes of replay time a day for free, on all of the markets above. A paid plan removes the limit. Create an account to open your first session.
For what each part of the footprint means, the chart styles, and writing your own in TypeScript, see the footprint chart docs.