🛠 Tool � 5-Min Order Flow � NQ100

Footprint
Chart

See what's happening inside every candle. The Footprint Chart breaks each 5-minute bar into individual price levels, showing how much volume traded on the bid side (sellers) versus the ask side (buyers). The delta reveals where institutional money is genuinely active � not just where price moved.

🚀 Open Footprint Trading Dashboard →
Order Flow Explained

Inside Every Bar: Bid vs Ask Volume

A standard candlestick shows you what happened (open, high, low, close) but not why. A footprint chart adds the missing layer: at each price tick inside the bar, it shows how much volume was transacted on the bid (sellers hitting the bid) vs the ask (buyers lifting the offer).

Delta = Ask Volume - Bid Volume. A large positive delta on a bar means buyers were aggressively purchasing at every level � regardless of whether the candle body looks bullish or bearish. A large negative delta on a green candle is a warning: price went up but sellers were in control inside the bar.

  • 5-minute bars constructed from 1-minute real-time OHLCV data
  • Bid vol and Ask vol displayed per price level per bar
  • Delta (Ask - Bid) shown with colour-coding (positive green / negative red)
  • POC (Point of Control): price level with highest total volume per bar
  • Covers NQ100 Top 25 stocks via dropdown selector
  • Auto-refreshes every 60 seconds
Footprint � AAPL 5-Min
🟢 Live Feed � Auto-refresh 60s
TimePriceBid VolAsk VolDelta
10:45$293.001,2403,810+2,570
10:45$292.909802,640+1,660
10:45$292.803,1204,990+1,870
10:40$292.505,4002,100-3,300
10:40$292.404,8001,980-2,820
10:40$292.30 ★6,2108,900+2,690
★ = POC (Point of Control � highest volume level). Delta + confirms buyers dominant.

How to Read the Footprint Delta

Key Signals

Delta Divergence = Hidden Institutional Activity

The most powerful footprint signal is delta divergence � when the candle direction and the delta direction disagree. This reveals hidden institutional positioning that the raw price bar conceals.

  • Bullish candle + Negative delta: Sellers were active inside the up-bar. Price rose on low buying pressure � potential trap, look for reversal.
  • Bearish candle + Positive delta: Buyers absorbed the down-move. Sellers couldn't push price lower despite the close � high probability reversal setup.
  • POC at top of bar: Most volume traded near the high � buyers in control.
  • POC at bottom of bar: Most volume traded near the low � sellers dominant.
Delta Signals Reference
Interpretation Guide
CandleDeltaSignal
Bullish 🟢Positive +Strong Buy
Bullish 🟢Negative -Trap / Sell
Bearish 🔴Negative -Strong Sell
Bearish 🔴Positive +Trap / Buy

How the Data is Built

01
🔍
Real-Time Market Feed
The backend pulls 1-minute OHLCV bars from a real-time market data feed covering the full NQ100 universe, updated continuously throughout the trading session.
02
👆
5-Min Aggregation
The FastAPI backend aggregates 5 consecutive 1-minute bars into a single 5-minute footprint bar. Bid and ask volumes are estimated from the OHLCV values and price direction of each 1-minute bar.
03
60-Second Auto-Refresh
The footprint display updates every 60 seconds automatically. The current in-progress bar updates live while completed historical bars remain stable. Select any of the NQ100 top 25 from the dropdown.

Complete the Workflow