Definition. A chart that shows, inside each candle, the volume traded at the bid and at the ask at every price level.
How it works
Instead of just the candle you see its “insides”: two numbers at each level, aggressive selling and aggressive buying. The candle's delta is usually shown underneath.
Example
At the top of the candle there's heavy aggressive buying, but price didn't go higher. That may be a sign of absorption.
What to watch out for
The picture depends on the settings: the timeframe, the aggregation and the imbalance thresholds. Without the context of a level, the footprint is easy to over-interpret.
You'll find the full explanation with graphics, examples and exercises in the 🖥️ Order flow atlas space, and its use in the live market in the 🔴 Live Room. Both are available to Club members (in Polish).
