Who this is for — Anyone reading order flow bar by bar who wants aggressive bid/ask inside each candle, not only OHLC.
The footprint (cluster chart) decomposes each bar: at each tick or level you see aggressively bought vs sold volume — complement to order flow and the order book.
In plain terms — A green candle can hide aggressive sells at the top; footprint shows it. Advanced tool — needs volume and book basics.
What to look for
- Imbalance per level — extreme bid/ask skew
- Finished vs unfinished auction in bar
- Coherence with bar delta
Typical mistake — Overtrading every imbalance without HTF context and volume profile — noise on low timeframes.
Example — New bar high with ask dominance at top and negative delta: possible exhaustion invisible on a classic green candle.
Summary card
- What it is: OHLC + aggressive volume by level.
- What changes: per-bar order flow microstructure.
- Quick check: bar delta + key imbalance.