TEVO Footprint: a bid × ask footprint for NinjaTrader 8

What the indicator does

1. Bid × ask cells. For each bar and price row: volume sold aggressively at the bid × volume bought aggressively at the ask (BidAsk content by default, or Delta, or Volume). Row height adapts (about 12 rows per bar in auto); cells are shaded by volume.
2. Diagonal imbalances. A row’s ask is compared with the bid one row lower (and vice versa): one side must exceed the other by 300% and by at least 10 contracts. Horizontal mode available.
3. Stacked imbalances. Three or more consecutive imbalances form a zone, extended to the right until price trades back into it (optional alert).
4. POC and candle. Each bar’s most traded price is boxed; a small candle beside the cells keeps the OHLC reading, and the native bars are hidden.
5. Delta and table. Delta under each bar, and a table at the bottom: time, volume, delta, delta %, cumulative delta (reset every session).

Data and markets

• Futures and any instrument whose trades come with the bid and ask: that is what classifies each trade as a buy or a sell.
• Short timeframes (1 to 5 minutes, tick or range charts): bars need enough spacing to read the numbers (right-click › Properties, or Ctrl + mouse wheel on the time axis).
• Calculated on every tick in real time; 3,000 bars kept in memory by default.

Requirements: what is free and what may cost money

• NinjaTrader 8, a desktop platform for Windows. The indicator is free; NinjaTrader is third-party software with its own terms, and it may cost money depending on how you use it (licence, live trading).
• Market data. Prices, volume and market depth come from your connection (broker or data provider). Depending on the exchange and the subscription, this data may be billed: check your provider’s terms.
• Exact history with Tick Replay. Enable “Show Tick Replay” in Tools › Options › Market Data, then tick Tick Replay in the chart’s Data Series window. Your provider must supply tick history with the bid and ask; the chart then loads more slowly.
• Without Tick Replay. Volume source = TickSeries loads a hidden 1-tick series: history is available, but trades are classified by up / down tick, which is less precise than the bid / ask.

Reading example (educational)

A bullish bar shows ask cells at its high far stronger than the bid one row lower (cyan imbalances), then the next bar finds no more buyers at that price: weak ask cells, negative delta. That shift from aggression to exhaustion shows in the cells; it remains context to confirm with price structure.

Settings

Each setting is named exactly as NinjaTrader shows it, with its default value read directly from the source code (.cs).

1. Footprint

2. Delta

3. Table

4. Layout

5. Data

7. Alerts

8. Trading Evolution

8 colours you can customise in NinjaTrader's Colours tab.

Installation in NinjaTrader 8

1. Download the free pack (ZIP file) that contains the indicator from the Free indicators section of the home page.
2. In NinjaTrader 8, open Tools › Import › NinjaScript Add-On, choose the ZIP file, then restart NinjaTrader.
3. Activate your free license: Control Center › New › Trading Evolution License, then save your key.
4. On a chart, open the indicator list (right-click › Indicators) and add “TEVO Footprint”.

Common problems and fixes

• The numbers do not show. Rows are too thin: widen the bar spacing or reduce the number of rows (Ticks per row). Under 11 px only the shading remains.
• The history is empty or approximate. Enable Tick Replay (see requirements), or set Volume source = TickSeries.
• The indicator is not in the list. Check that the pack import (Tools › Import › NinjaScript Add-On) finished without an error, then restart NinjaTrader. NinjaTrader compiles every script together: an error in another installed script can block the import, so fix or remove that script. If the tool shows a license message, save your free key in Control Center › New › Trading Evolution License.
• “Already contains a definition” error. An older copy of the same indicator exists under another file name: delete it, then compile again.

Limitations

• Without bid / ask per trade (history without Tick Replay), buy / sell classification is approximated with the tick rule.
• The 300% threshold and the 10-contract minimum are setting choices, not universal rules: adapt them to the market.
• Many bars and rows use memory: keep a reasonable history.
• An imbalance is not a guaranteed signal: futures trading involves a risk of losing capital.

Frequently asked questions

Related concepts and tools

• Footprint chart explainedReading volume at the bid and ask, the POC and imbalances.
• TEVO Cumulative DeltaCumulative delta of aggressive buying and selling.
• Order flow guideDOM, Time & Sales, footprint, delta and volume profile: what each tool measures.
• All 15 free NinjaTrader indicatorsThe ICT and order flow tools, each with its documentation.

Other free NinjaTrader 8 indicators

• ICT 2022 Mentorship Model
• Market Maker Models (MMBM / MMSM)
• ICT Silver Bullet
• ICT SMT Divergence
• ICT Judas Swing
• ICT Killzones & Daily Profiles
• ICT Power of 3 (AMD)
• ICT OTE (Optimal Trade Entry)
• ICT Turtle Soup
• ICT Unicorn Model
• TEVO DOM
• TEVO Big Trades
• TEVO Cumulative Delta
• TEVO VWAP

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