TERMINAL / GUIDE
Footprint
Executed volume inside each candle. See who crossed the spread, at which price and in what size.
01 / 14Footprint
Interactive interface · ArcDelta dataOpening the workspace…
Start here
- 01Select a listed pair and venue.
- 02Choose the bar interval and price-row size.
- 03Enable the needed layers; check coverage and the source timestamp.
Inputs
Trades and minute totals, detailed price bins, order book, OI, funding and reported liquidations from ArcDelta.
General limitations
Level bins measures the share of volume represented by detailed rows. Recent minute totals can appear before detailed rows finish loading. The live bar changes until it closes.
- Calculation
- Each bar aggregates trades into price rows. Buy is buyer-initiated quantity; sell is seller-initiated quantity. Delta subtracts sell from buy; volume adds them.
Volume = Buy + Sell; Delta = Buy − Sell - Reading & controls
- Select a cell view and hover a row. Row size combines adjacent prices; bar interval combines time buckets.
- Limitations
- Price-level history requires actual bins. Minute totals cannot recreate missing price levels; detailed bins are available within the rolling 12-hour window where collected.
- Calculation
- Aggressive buy quantity at a price is compared with aggressive sell quantity one row below; sell quantity is compared with buying one row above. The selected ratio and minimum size must both pass. Outer-edge comparisons are excluded.
B(p) ≥ R × S(p − step); S(p) ≥ R × B(p + step) - Reading & controls
- Enable Layers → Imbalance. Change the ratio and minimum quantity in Signal rules; increasing either leaves fewer marked cells.
- Limitations
- Price-level history requires actual bins. Minute totals cannot recreate missing price levels; detailed bins are available within the rolling 12-hour window where collected.
- Calculation
- Consecutive adjacent imbalance cells on the same aggressor side form a run. A zone is drawn when its count reaches the selected minimum. A buy zone ends after a later bar moves below its lower boundary; a sell zone ends above its upper boundary.
- Reading & controls
- Enable Stacked and set the minimum run length. Read the zone with its source bar and the current row size.
- Limitations
- A carried zone records a past run. It does not measure orders still resting there.
- Calculation
- The price row with the largest executed buy plus sell quantity within the bar is the point of control.
POC = arg maxₚ (B(p) + S(p)) - Reading & controls
- The outlined cell locates the bar's largest volume concentration. Change the row size to inspect another aggregation scale.
- Limitations
- Quantities are in base-asset units unless a USD label is shown. Compare the same venue, time window and row size.
- Calculation
- Starting at POC, the area expands toward the adjacent row with more volume until it covers the chosen share of detailed executed volume.
- Reading & controls
- Enable Value area and set its percentage in Signal rules. The rail shows the lower and upper boundaries, not an exact probability interval.
- Limitations
- Discrete rows can make the covered share exceed the chosen percentage. This is an executed-volume area, not a forecast distribution.
- Calculation
- A previous bar's POC is extended until a later bar's price range touches the row.
- Reading & controls
- The dashed line connects a historical concentration with later observed price ranges.
- Limitations
- Untouched means not revisited within loaded history. It does not imply the presence of an order or a future revisit.
- Calculation
- A relatively heavy row near the bar's high with buying dominance and a close at least one row lower is marked; the mirrored case is heavy selling near the low with a close higher. Size is compared with mean observed row volume and the chosen multiplier. Marks require at least 90% detailed-volume coverage.
- Reading & controls
- Enable Absorption and set its volume multiplier. Inspect the outlined cell, the bar close and Level bins coverage together. The live bar's mark can change before closing.
- Limitations
- This is a trade-and-price heuristic. It cannot identify a passive participant, hidden order or actual inventory.
- Calculation
- At a bar's high or low, both buying and selling must be positive and the smaller side must meet the selected minimum share of that row's volume.
- Reading & controls
- Triangles mark the qualifying extremes. Change the minimum share to exclude tiny opposite-side prints.
- Limitations
- This describes an observation, not a forecast of the next price move.
- Calculation
- Individual prints are marked when their base quantity meets the manually selected threshold. In automatic mode the threshold is an upper-tail quantile of recent trade sizes, after sufficient prints accumulate.
- Reading & controls
- Circle colour denotes aggressor side and circle size grows with quantity. Use the same size threshold when comparing symbols or periods.
- Limitations
- A large print is not a known participant. Automatic thresholds adapt; retained trade history and marker counts are bounded.
- Calculation
- Exchange-reported liquidation events are grouped by bar and position side. A small diamond is placed near the corresponding bar extreme; quantity is normalized before aggregation.
- Reading & controls
- Diamonds are events, separate from the estimated Liquidation map layer. Check the event venue and position-side labels.
- Limitations
- Feeds may be sampled, delayed or incomplete. A diamond’s chart location is not the event’s execution or trigger price.
- Calculation
- Executed buy and sell quantities are summed by price row over the visible bars with detailed levels.
- Reading & controls
- Pan or zoom to change the window represented by the profile. Read the split by aggressor side with the visible period.
- Limitations
- Price-level history requires actual bins. Minute totals cannot recreate missing price levels; detailed bins are available within the rolling 12-hour window where collected.
- Calculation
- Rows summarize each bar's executed volume, delta, counts and available price/flow readings. Buy share divides buy quantity by total quantity.
Δ = Buy − Sell; Buy share = Buy / (Buy + Sell) - Reading & controls
- Enable the statistics rows through Layers. Session totals refer to the loaded history; they are not automatically 24-hour ticker values.
- Limitations
- Quantities are in base-asset units unless a USD label is shown. Compare the same venue, time window and row size.
- Calculation
- Bar deltas are accumulated in chronological order across the loaded window. Changing the window changes the starting point.
CVD(t) = Σᵢ≤ₜ (Buyᵢ − Sellᵢ) - Reading & controls
- Enable CVD through Layers. Compare its changes with price on matching timestamps; use the bar delta to isolate one interval.
- Limitations
- CVD is signed executed volume, not open interest or net participant positions. Gaps in trades affect the accumulated reading.
- Calculation
- Estimated long/short exposure is mapped to time and price from available market and OI inputs. Observed liquidation events are a separate layer.
- Reading & controls
- Choose Estimated, Long, Short, Real or Both and adjust opacity. Open the separate map to inspect coverage, exposure and validity.
- Limitations
- Estimated zones are not exchange account liquidation prices. Quality is not a calibrated event probability.