Footprint and delta
How much was bought and sold at each price inside a candle.
What it is
A footprint chart splits every candle into price levels and shows volume traded at the bid (sellers) and at the ask (buyers). Delta is buys minus sells. Diagonal imbalances (for example 3× more buying than selling) show where aggressors pushed.
It reveals absorption: heavy selling into a level with no price progress suggests buyers are absorbing it.
How to use it
- Start with the delta of each candle.
- Look for stacked imbalances (consecutive cells with one side dominating).
- Check for absorption at key levels.
- Confirm with structure; do not trade delta in isolation.
Delta tells you who is aggressive; price tells you if it works.
Common mistakes
- Over-reading single cells.
- Ignoring volume context.
- Using footprints on thin instruments.
Practise it in TradeDesk X
The Footprint layer is available on the TradeDesk X chart (Flow group). Micro approximates delta with buy/sell flow share over 30 seconds.
Related lessons
🌊
Reading the order book
Resting buy and sell orders at each price. Useful for scalping, easy to misread.
🌊Whale prints and large-trade flow
Unusually large trades. They show where size is being committed.
Educational content only. Nothing here is financial advice or a recommendation to buy or sell anything. Trading leveraged products can lose more than you deposit. Practise with paper trading first and never risk money you cannot afford to lose.