Lesson 2 of 5 · 2 min
Footprint types
Bid × ask, delta, volume and imbalance footprints — and the settings that change them.
Common footprint styles
- Bid × Ask — both sides shown at each price.
- Delta — one number per price: ask volume minus bid volume.
- Volume — total volume per price, often with a mini profile per bar.
- Imbalance — highlights prices where one side's aggression greatly outweighs the other's on a diagonal comparison.
Settings that change the picture
- Bar type — time bars, tick bars, volume bars or range bars each slice activity differently.
- Price grouping — one tick per row or several.
- Imbalance threshold — commonly a ratio like 3:1; changing it changes what gets highlighted.
- Diagonal vs horizontal comparison — many platforms compare ask volume at one price with bid volume one tick lower, because that's where the two sides actually meet.
Key Insight
"Stacked imbalances" depend entirely on your threshold and grouping. Don't compare them across platforms or settings.
Trading implication
Choose one bar type and one set of thresholds, and learn how they behave before changing anything.
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