Volume footprint
The volume that traded at every price inside every bar, split into selling and buying, with the levels where one side had to pay up marked.
Left is selling, right is buying
Each price level is one row. The figure on the left is the volume that traded into the bid; the figure on the right traded into the offer.
The shade is the size
Each half is shaded against the biggest single side anywhere in that bar, so the brightest cell in a column is the one that mattered most in it.
A ring means an imbalance
A highlighted half with a coloured ring is a level where one side cleared the other by the ratio you set. The ring's colour is which of the three tiers.
An imbalance compares the pair that actually met.
The selling at a price is compared with the buying at the price above it, because those two traded with one another: to buy at 100 somebody had to be selling into 100 from above. Comparing the two sides of the same price compares two halves of one trade and always comes out even — which is why every platform that documents the rule does it on the diagonal, and why a footprint that does not is marking the wrong level with total confidence.
| Setting | What it does | Default |
|---|---|---|
| Imbalance ratio | How far one side has to clear the other before the level is marked. Three tiers, three colours. | 1.5 / 3 / 6 |
| Minimum quantity | Both sides have to be worth comparing. Three lots against one is 300% and means nothing. | 1 |
| Minimum difference | The gap itself has to be worth marking, not just the ratio. | 0 |
| Stacked levels | How many imbalanced rows in a row before the run is drawn as a zone. | 3 |
| Row size | By hand, or taken from the instrument. Kept to the tick, so a 0.05 tick is not rounded into rupees. | auto |
| Value area | The share of the bar's volume the value area has to hold. | 70% |
The side is inferred. We say so, on every bar.
No Indian retail feed carries the side of a trade. It has to be worked out from the order book — a trade at or above the offer is buying, at or below the bid is selling, and anything between the two is left out of both. Measured against real signed data, that rule is right about three quarters of the time, and worse when the market is fast.
There is a second problem nobody mentions. When several trades arrive inside one packet, only the last one carries a price. The rest is real volume with no level to put it at. Fexora counts it as unplaced rather than spreading it around, and prints the share — because volume smeared across a range is an invention, and an invention is what you would then be trading against.
An example of the readout. The figures on your chart are your own instrument's, bar by bar.
Open one and look at a real bar.
The chart runs in the browser. Nothing to install.