ATAS Footprint: what you actually see inside a candle

A normal candle tells you four things: where price opened, where it closed, how high it went and how low. That's it. It shows what happened — but not how it happened. Who bought? Who sold? At which prices? Were buyers aggressive, or did simply nobody push back?

Those are exactly the questions the Footprint chart answers — one of the most important orderflow tools in the ATAS platform. If the market is an auction, footprint is that auction's transcript: a record of who traded, where and how much inside every candle.

What is a Footprint chart?

Footprint (also called a "cluster" chart) is a candle chart where every candle is broken into price levels. At each level you see two numbers: how many contracts were sold into the bid (aggressive sellers) and how many were bought into the ask (aggressive buyers). The format is simple: bid × ask.

Example: you see 120 × 340 at a level. That means 120 contracts were sold aggressively (market sells) at that price, and 340 were bought aggressively (market buys). Buyers were nearly three times more active there.

One important detail: footprint counts the aggressive side — market orders that "take" the price. Passive limit orders are the other side of each trade. Every trade needs both, but direction comes from the aggressor. Footprint shows you which side is more impatient.

How to read it in practice

1. Delta inside the candle

Delta is the difference between aggressive buys and sells. If a candle has 2,000 bought and 1,400 sold — delta is +600. Positive delta: buyers pressing. Negative: sellers. Delta alone guarantees nothing — but together with price reaction it becomes a story.

2. Absorption — the most important signal

Imagine: price climbs, the candle shows huge buying, strongly positive delta… but price doesn't move. Aggressive buyers keep buying and price stands still. Someone is calmly taking everything they throw — the passive side is absorbing the aggression. This is a classic reversal warning: when aggression stops moving price, the auction is telling you there's a serious opponent at this level.

3. Imbalance and the candle's POC

ATAS can automatically highlight imbalances — spots where one side dominates (e.g. 3:1 or more against the diagonally adjacent level). Several stacked imbalance rows show directional aggression. Every candle also has its own POC (Point of Control) — the level with the most volume inside that candle. Where the candle's POC sits is that candle's centre of gravity.

What does it give you in real trading?

• You see what happens at a level instead of guessing. Price reaches an important zone — footprint shows whether buyers are actually defending it, or it's silence.
• You separate real breakouts from fake ones. A breakout with strong delta and follow-through aggression is one thing. A breakout where aggression gets absorbed immediately is something else entirely.
• You spot reversals earlier. Absorption and fading delta often show up before the candle turns.
• Discipline. Footprint forces you to wait for evidence instead of jumping into a move on emotion.

How to start in ATAS

1. Get the ATAS demo — 14 days free, with real data.
2. Open a chart and switch its type to Footprint (Chart Type → Cluster).
3. Start with the Bid × Ask mode and enable delta below the candles.
4. Watch one instrument and one situation: what does footprint show when price returns to the day's value area?

Don't try to use every mode at once. One chart, one idea, two weeks of observation — and footprint starts talking.