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Order flow

Footprint chart: how to read delta, imbalance and POC

Read a crypto footprint chart with AlertaChart's real settings: buy and sell rows, delta under each candle, 3× imbalances, the POC and missing trades.

Updated Reviewed: Oct 5, 2026 · AlertaChart editorial teamProduct facts checked: Oct 5, 20268 min read

A candle keeps four prices and a volume figure. It does not keep the argument that produced them: at which price buyers kept lifting offers, where sellers kept hitting bids, and where a lot of business was done without the price moving at all. A footprint chart writes that argument inside the candle, one price row at a time.

This guide reads the footprint exactly as AlertaChart draws it, with the settings the app ships with. The Help Center's order-flow article gives the short version of every order-flow tool; here we go deeper on one of them.

What a footprint chart shows

The footprint cuts each candle into price rows. Every row holds the volume that traded at that price during the candle, split by who started the trade:

  • Left column, sells: volume from traders who sold at the market (sell aggressors).
  • Right column, buys: volume from traders who bought at the market (buy aggressors).

The deeper the colour, the more volume in that cell. The scale belongs to each candle: a cell is compared with the busiest side of its own candle, so compare colours inside one candle and compare the numbers across candles. A thin stripe along the right edge marks the value area, the rows around the busiest price that together hold 70% of the candle's volume by default.

Who was the aggressor?

Every trade has a buyer and a seller, so "more buying than selling" can never be literally true. What a footprint separates is which side crossed the spread. A limit order that waits in the order book is passive; the market order that fills it is aggressive, and it decides whether the trade counts as a buy or a sell.

Exchanges publish this with each trade. In Binance's aggregate trade stream, the field m answers "is the buyer the market maker?". When it is true, the buyer's order was the one resting in the book, so the seller started the trade and the volume goes to the sell column. When it is false, the buyer started it and the volume goes to the buy column. Binance merges fills from one taker order at the same price into one aggregate trade; the quantity is added up, so the volume in a row is unchanged.

Reading the rows: POC, imbalances and delta

The outlined row: point of control

The row where the most volume traded in a candle is its point of control (POC), and AlertaChart draws an outline around it. If two rows tie, the one closer to the candle's volume-weighted centre is chosen. A POC near the top of the candle says the heaviest trading happened at the higher prices; one near the bottom, at the lower prices. That is a record of where business was done, not a forecast.

Bold numbers: diagonal imbalances

A bold number marks an imbalance: one side traded at least three times as much as the opposite side one row away. The threshold is the Imbalance ratio setting, 300% by default, adjustable from 110% to 1,000%.

Why one row away and not the same row? A buy aggressor trades at the ask, which in a liquid market usually sits one price step above the best bid; a sell aggressor trades at the bid, one step below the ask. So the buys in a row are compared with the sells in the row below it, and the sells in a row with the buys in the row above it. A side with zero volume never counts, which is why the lowest row cannot show a buy imbalance and the highest row cannot show a sell imbalance.

The number under the candle: delta

Under each candle sits its delta: buy volume minus sell volume, in the coin's own units, written in the chart's up colour when positive and its down colour when negative. The setting Under each bar can show Delta and volume instead, or Nothing. Delta answers "who pushed harder in this candle?"; its running total across candles is CVD, explained in the CVD guide.

Three patterns worth noticing (context, not signals)

  • Absorption. Heavy sell aggression at one price while the price refuses to go lower. Someone may be filling those sells with resting buy orders.
  • Stacked imbalances. Several bold numbers on the same side in neighbouring rows: a fast, one-sided push through those prices.
  • Delta divergence. Price prints a new high while the candle's delta is negative, or while CVD does not rise with it. The Help Center flags the same thing: a rising price with falling CVD can be a warning.

None of these is a reason to trade on its own. Reads become sturdier when tools agree: the Help Center notes that price and open interest rising together means new money is entering, and that price, CVD and open interest rising together is healthier than price rising alone on falling CVD.

How to open the footprint in AlertaChart

  1. In the AlertaChart app, open a chart of a Binance market quoted in USDT, USDC or FDUSD, spot or perpetual, for example the BTC/USDT perpetual. The footprint covers the most traded Binance markets; elsewhere its legend row says "Not available for this market yet".
  2. Pick a timeframe from 1 minute to 4 hours. Outside that range the legend says "Available from 1 minute to 4 hours"; on tick and range charts it says "Needs a time-based chart".
  3. Click Orderflow in the chart toolbar (its tooltip reads "Orderflow Toolbox · PRO"). In the Orderflow Toolbox that opens, click Footprint. On a phone, the Orderflow Toolbox is the last entry of the Indicators list.
  4. Zoom in. While the candles are too narrow the legend says "Zoom in to see rows"; the numbers appear as the candles widen.
  5. To change a setting, hover the Footprint row in the legend at the top left of the chart and press the gear.

Open the BTC/USDT perpetual chart in the app; then add Footprint from the Orderflow Toolbox →Pro

The order-flow tools are part of the Pro and Elite plans; the plans are compared on the pricing page. If you write scripts, the AlertaScript order flow data guide shows how request.footprint returns the same candle delta, volume rows and profile that the chart draws.

Settings that matter

Footprint settings in AlertaChart (gear on the Footprint legend row).
SettingDefaultWhat it changes
Ticks per row (0 = auto)0 (automatic)How many price steps one row covers. Larger rows merge levels and make the numbers easier to read on volatile coins.
Imbalance ratio300%How lopsided a diagonal pair must be before its number turns bold. Range 110% to 1,000%.
Value area volume70%The share of the candle's volume inside the value-area stripe, from 10% to 100%.
Highlight imbalancesOnBold numbers and coloured outlines on imbalanced cells.
POCOnThe outline on the busiest row.
Under each barDeltaDelta, Delta and volume, or Nothing.
Numbers in cells / Candle beside rowsOn / OnThe volumes in each cell, and a thin candle at the left of the rows.

Changing the ratio, the row size or the value area rebuilds the footprint from the trades already loaded, so you can try a stricter ratio without waiting for data.

Common mistakes

  • Taking a single bold number as an entry. One imbalance is one moment of one-sided trading, nothing more.
  • Reading delta on a candle with missing trades. Such candles are dimmed, have a dashed outline and show a dash instead of their delta.
  • Comparing colour depth between candles. Colours are scaled inside each candle; use the numbers to compare across candles.
  • Lowering the Imbalance ratio until half the chart is bold. At 110% almost every lopsided row qualifies and the highlight stops meaning anything.
  • Treating one exchange's footprint as the whole market. The same coin trades on other venues at the same time.

Method and limitations

The product statements in this guide come from the AlertaChart Help Center and the app's own footprint code as of 5 October 2026; the aggressor rule comes from Binance's API documentation. The patterns above are ways to describe trading activity, not predictions. Know these limits before you read anything into a footprint:

  • Missing trades. When some of a candle's trades are not in the recording (a gap in the exchange's trade sequence, a minute missing altogether, or a candle that began before the footprint history starts), the candle is drawn dimmed with a dashed outline and its delta shows as a dash. The legend counts them, for example "3 bars incomplete".
  • History. A market's footprint starts where AlertaChart started recording it. The chart marks the point with a dashed "Footprint starts" line and the legend says "History from" a date; earlier candles have no footprint.
  • Live rows. If the live trade feed falls behind, the legend says "Live rows ~1 min delayed" until it catches up.
  • Coverage. Binance only, one market at a time (spot or perpetual), 1-minute to 4-hour time charts. Bybit, OKX, Hyperliquid, stocks, tick charts and range bars have no footprint.
  • Thin markets. In a quiet market a few large trades can dominate every row and every imbalance.

Sources

  1. Order flow: CVD, open interest, funding and liquidations — AlertaChart Help Center (accessed Oct 5, 2026)
  2. WebSocket Streams for Binance — Aggregate Trade Streams (m: is the buyer the market maker?) — Binance (accessed Oct 5, 2026)
  3. Binance Spot REST API — Compressed/Aggregate trades list — Binance (accessed Oct 5, 2026)
  4. Order flow data (request.footprint) — AlertaScript documentation (accessed Oct 5, 2026)

This guide is for education only and is not investment advice.

How this guide was made Drafted with AI from AlertaChart's Help Center and source code; product facts checked against the code and the Help Center; external facts from the cited primary sources.

Changes · Version 1.0
  • · 1.0 — First version.