How to Use Footprint Charts in NinjaTrader 8

Key takeaways

• NinjaTrader 8 can show a footprint through its own Order Flow Volumetric Bars, part of Order Flow+, or through an indicator drawn on a regular chart, such as TEVO Footprint.
• Both classify each trade at the bid or the ask, so they need trade data with the bid and ask; an exact history needs historical bid and ask tick data.
• Readability comes from the chart: short bars, enough bar spacing and a sensible number of price rows.
• Use the footprint at levels marked in advance, and treat what it shows as context to confirm with price, not as a signal.

Footprint charts in NinjaTrader 8: the short answer

To use a footprint chart in NinjaTrader 8 you need three things: a futures data feed that reports each trade with the bid and ask, a footprint tool, and a chart prepared so that the numbers can be read. The tool can be NinjaTrader’s Order Flow Volumetric Bars, selected as a bar type in the Data Series window, or an indicator such as TEVO Footprint, which draws bid × ask cells on a regular candlestick chart. For past bars to be exact, the trades behind them must also come with their bid and ask.

This guide covers the NinjaTrader side: setup, settings and a reading routine. If the concepts themselves are new to you (bid and ask volume, bar delta, imbalances, the POC of a bar), start with our footprint chart guide, then come back here.

Volumetric Bars or a footprint indicator

Order Flow Volumetric Bars are NinjaTrader’s own footprint. They belong to the Order Flow+ set, alongside studies such as Order Flow Cumulative Delta and Order Flow Volume Profile. You apply them in the Data Series window under Type, and they replace the normal bars. The Order Flow+ page of the Help Guide states that these studies are included for NinjaTrader lifetime license users; plans and prices are decided by NinjaTrader, so check its website for the current offer.

Volumetric Bars classify trades by bid and ask (the BidAsk delta type) only if your provider supplies historical bid and ask tick data; otherwise the Help Guide points to the UpDownTick type. It also states that they are not supported on spot forex data, which has no centralised traded volume.

TEVO Footprint is a free NinjaScript indicator from Trading Evolution. It keeps a regular chart, hides the native bars and draws, for each bar and price, the volume sold at the bid and the volume bought at the ask. It flags diagonal and stacked imbalances, boxes the POC of each bar, draws a small candle beside the cells and adds a delta table under the chart. For history it relies on Tick Replay; without it, the Volume source = TickSeries option loads a hidden one-tick series, which classifies past trades by up and down ticks, less precisely than the bid and ask.

Prepare the chart so the footprint is readable

A footprint packs many numbers into each bar, so the chart settings decide whether you can read it at all.

• Instrument: a futures contract with its current contract month. Spot forex only offers tick volume, which is not comparable.
• Bar type: short bars, typically one to five minutes, or tick and range bars. Avoid Renko and Line Break if you rely on Tick Replay, since they disable it.
• Tick Replay: check Show Tick Replay in the Market data settings, then tick Tick Replay in the Data Series window for an exact history.
• History: load a few days rather than weeks, because Tick Replay rebuilds every trade and long histories load slowly.
• Spacing: widen the bars with right-click > Properties, or with Ctrl and the mouse wheel on the time axis, until the numbers appear.
• Rows: if the cells are still too thin, group several ticks per row with the Ticks per row setting of TEVO Footprint.
• Trading hours: decide whether the session includes overnight trading, because the cumulative delta column of the table restarts each session.

Set up TEVO Footprint step by step

With the chart prepared, the indicator itself takes a few minutes to configure.

• Import the Trading Evolution Order Flow pack with Tools > Import > NinjaScript Add-On, restart NinjaTrader and activate your free key in Control Center > New > Trading Evolution License.
• Open a chart of the contract you trade and set its Data Series as described above, with Tick Replay ticked.
• Open the Indicators window (right-click > Indicators, or Ctrl + I), add TEVO Footprint and start with the BidAsk content; Delta and Volume are the other display modes.
• Review the imbalance settings: a ratio threshold and a minimum size per cell, both adjustable. The defaults are a starting point, not a universal rule, since a micro contract and an E-mini trade very different sizes.
• Decide whether you want an alert when a stacked imbalance zone forms, and check that the delta table at the bottom of the chart is visible.

For the session picture, add TEVO Cumulative Delta in its own panel: the footprint shows each bar from the inside, while cumulative delta shows how aggression has built up across the session.

A routine for reading the footprint chart at your levels

A footprint in the middle of a range says little. Most traders who use one decide on the location first, then use the footprint to watch how buyers and sellers behave once price gets there.

• Before the session, mark the levels that matter to your plan: prior day high and low, overnight range, value area edges, VWAP.
• When price reaches a level, look at the extreme of the bar: is aggression growing there, with imbalances in the direction of the move, or fading, with little volume at the high or low?
• Watch for absorption: heavy aggressive volume at the bid or the ask that fails to push price any further.
• Compare the bar’s delta with its direction. A rising bar with negative delta, or a falling bar with positive delta, deserves a closer look.
• Note where the POC sits inside the bar: near an extreme, it shows where most of the bar’s business was done.
• Wait for price to confirm before giving any of this weight, and know where your idea is invalidated before any decision.

None of these observations is a signal on its own. The same pattern can be followed by very different moves, and futures trading carries a real risk of loss. Practise the routine on a simulation account or on the Playback connection before using it with money.

Mistakes that make a footprint misleading

A footprint looks precise, which makes its weak points easy to overlook.

• Reading an approximated history as exact: without Tick Replay or bid and ask history, the classification of past trades is estimated.
• Comparing sizes across contracts: a cell that is large on a micro contract can be ordinary on the E-mini.
• Squeezing so many rows into each bar that only colours remain.
• Treating one imbalance as a reason to act, without context or confirmation.
• Forgetting that the cumulative delta column restarts each session, so values from early and late in the session are not comparable.

Put it into practice

• TEVO FootprintTEVO Footprint, a free footprint indicator for NinjaTrader 8: bid × ask volume per price, diagonal and stacked imbalances, bar POC and a delta table.
• Footprint charts explainedBid x ask, imbalances and delta per bar: how a footprint chart is read.
• TEVO Cumulative DeltaTEVO Cumulative Delta, a free CVD indicator for NinjaTrader 8: cumulative delta as a line or candles, session resets, zoom and a recent bars table.

Frequently asked questions

Sources

1. Order Flow Volumetric Bars — NinjaTrader 8 Help Guide
2. Order Flow + — NinjaTrader 8 Help Guide
3. Tick Replay — NinjaTrader 8 Help Guide

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