Footprint Charts

Footprint charts display the trade makeup of each candlestick. This can be any individual representation of every buy and sell trade. MarketByOrder lets you replay historical order flow, and customize every aspect of the chart, writing your own chart visualizations in TypeScript.

How it works

MarketByOrder is a replay engine that sits on top of your data. Connect your Databento API key, historical data is loaded in as if it were live, testing various layouts and indicators to your liking. Fast forward, pause, rewind.

Pricing

While using MarketByOrder's replay engine is free, market data costs money. Databento provides $125 in new user credits. The cost of a replay depends on how much data is replayed, hours of replays are measured in cents.

Connect a key and start replaying.

How to read it

Each row inside a candle is a price level, and each level shows the volume that executed there while the candle was open.

Footprint chart in gradient style, showing executed sell and buy volume at each price level with points of control and imbalances highlighted

Cell values

In sell x buy view, each price level shows executed sells on the left and buys on the right. This makes it easier to see where one side was more aggressive inside the candle.

Delta and total volume

The value above a candle can show delta, while the value below can show total volume. Together they help separate directional aggression from overall participation.

Highlighted levels

Brighter cells and outlined levels help draw attention to prices where the most business was done or where imbalance stood out.

What to look for

Imbalance - strong buying or selling at a price level.
Absorption - high volume but price doesn't move.
Point of control - where the most volume traded.
Volume shifts - higher volume than the previous range bound candles.

Try the Footprint Chart

Follow the MNQ footprint trading walkthrough to see the same session read end to end.

Customization

Footprint charts are extendable with both custom indicators and custom settings. Set the layout in the Settings - gear icon, add indicators with use. Indicators can also be enabled and disabled individually in the indicator dropdown.

Layout

Sell x Buy / Delta x Vol: Switch the values shown at each price level.
Candlestick / Footprint: Gradient / Narrow candles / Volume Profile: Presets that change how each candle is rendered.
Condense Prices: Group price rows to reduce noise and emphasize structure.

Condense 2x Price combines two price levels into each displayed row. The candle becomes shorter and easier to scan, while larger volume pockets stand out faster than they do with every price level shown.

Footprint candle with condense price turned off

Condense Off

Condense 2x

Indicators

Indicators draw on top of the candles or into their own panel below the chart. Here delta bars sit beside each candle, with per-candle delta and volume stats in a panel underneath.

Footprint chart with a delta bar indicator beside each candle and a panel of delta and volume statistics below

Write your own

Both the settings and the indicators are TypeScript. Your script runs against the replay data on every book update, with the order book, tape, and accumulated footprint available as globals, and drawing calls for marks, lines, boxes, and panels.

Code API overview - the globals, and a reference you can paste into an LLM.
Settings script - use(), condense level, number display, and the candle renderer behind the presets above.
Create a custom footprint chart - build your own candle renderer step by step, from the geometry to diagonal imbalances.
Candles API - per-candle, per-price buy and sell volume.
Example: periodic volume profile - per-block profiles with range boxes.