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Footprint (L2)

TradeZoro Order flowPro Updated
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A footprint with traded volume per price in each candle and the resting book size at the candle close beside it.

In plain English

What it shows

  • Each candle split by price: how much traded at the bid (sellers) and at the ask (buyers) on every row, with the resting order book size at the close beside it.
  • Futures order book data (L2) is a Pro feature.

How traders use it

  • Look for rows where one side clearly dominated, or where a lot of size was resting.
  • Compare the numbers with where the candle closed.

What it does not tell you

  • Resting size is a snapshot at the bar close; orders can come and go inside the bar.
  • It describes what traded, not what will trade next.

Overview

Footprint (L2) splits each candle by price. Thin bars and numbers show buy and sell volume traded at each price, and beside them the resting bid and ask size at the bar's close.

Resting size well above average (3 times by default) is highlighted.

How it works

Traded volume comes from the trade stream, grouped into rows (auto size by default). The resting size comes from the order book sample at the bar's close.

How to use it

  • Use it to see what traded at each price next to what was still waiting there.
  • Some traders watch candles where large resting size sat just beyond the high or low.
  • Zoom in for the numbers; zoomed out it shows bars only.

These are ways some traders read it, for learning. They are not trade signals.

Settings

SettingDefault
Row size (ticks, 0 = auto)0
Highlight resting size above (x average)3
Show traded numbersOn
Buyers#03c988
Sellers#f23645
Resting bids#00adb5
Resting asks#f5b301

Notes and limits

  • Pro: needs the full order book (Data feed L2).
  • Needs the full order book (Data feed L2), which is part of Pro. Works on NQ, ES, YM, RTY, CL and GC futures (micros use their mini's book) and on crypto order books.
  • Resting size is a snapshot at bar close; orders inside the bar may have come and gone.

Education only. Not financial advice. Indicators mark what happened on the chart; they do not predict what price will do. Trading futures, forex, crypto and other markets carries a high level of risk and may not be suitable for everyone.