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Date/Time: Tue, 22 Apr 2025 16:04:42 +0000



Post From: Imbalance

[2025-01-09 15:40:52]
binaryduke - Posts: 378
You're welcome.

You're not understanding what a footprint (Numbers Bars) chart represents.

It shows the quantity of contracts that have traded. It's taking all the trades from the time and sales and organising them by:
- price
- time period/bucket (i.e. chart bar)
- the aggressive trade side (i.e. market order buy/sell)

So you are seeing the traded volume.

It seems you are getting confused between the difference between the limit order book... the liquidity that is presented in the DOM - advertised limit orders that can be consumed by market orders; and volume that has actually traded that's seen on a footprint chart.
Date Time Of Last Edit: 2025-01-09 15:41:14