Order flow

Two bars can look identical and mean opposite things

Footprint charts show you the buying and selling at every price inside every bar. Volume Profile shows you where the market agreed on value. Together they explain the moves candles can't.

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Both included in every paid plan. Neither is a separate add-on.

Animated SabrTrader footprint chart showing per-price bid and ask volume printing live inside each bar as trades execute

A footprint printing live. Each row inside the bar is a price, and the numbers are the volume that traded at the bid and at the ask there.

14One-click footprint templates
6Kinds of imbalance detection
5Volume Profile methods
10Configurable alert slots
The same candle, two stories

One was bought. The other only closed green.

Bar A was lifted the whole way up by aggressive market buyers. Bar B was sold into from open to close, and finished green only because a few large bids quietly soaked up everything thrown at them.

On your chart they're the same green candle. One of them is continuation. The other is a trap that's about to hand you a loss.

A candle is a summary. Order flow is the transcript.

A footprint splits every bar into price rows and shows the volume that traded at the bid and at the ask on each one. Buyers lift the ask, sellers hit the bid. So a row where the ask number dwarfs the bid is a row buyers were leaning on, and you can see exactly where the aggression was and where it dried up.

The footprint

Fourteen ways to read the same bar, one click apart

This is the feature people fall for first. Switch the whole chart between bid/ask, delta, volume profile, volume cluster, imbalance and big-trade views instantly. Each template rewrites the cell contents, the background histograms and the relevant toggles for you.

Scalping a fast open? Bid/Ask or Delta for raw aggression. Hunting a level to fade? The volume profile templates show where the size sits. Looking for the elephant? Big trades strips everything away except the fat prints and bubbles.

Find a look you like, then tune it. Every cell can independently show bid, ask, bid by ask, delta, total delta, total volume, bid delta or ask delta, with a background histogram sized by volume or delta behind it.

SabrTrader footprint on an E-mini S&P 500 1-minute chart in the Bid/Ask template, showing per-price bid by ask volume, diagonal imbalances, value area shading and the delta statistics panel
The classic Bid/Ask template on ES 1-minute. Per-price bid by ask volume, diagonal imbalances marked, value area shaded, delta statistics running along the bottom.
Where most footprints stop

Reading order flow by eye is slow. So it does the reading.

The events that actually move markets are subtle and easy to miss on a fast tape. These get detected and marked the moment they print.

Absorption

Price drives into a level, aggressive orders keep hitting it, and a wall of passive limits soaks up all of it without price moving. That's a large participant defending. You're watching the level hold, before the bounce.

Exhaustion

The aggressive side into an extreme simply stops showing up. This is how you avoid chasing the last tick of a move, and how you position before price confirms the turn.

Stopping volume

A sudden surge of trade that halts a trend cold, the moment a large opposing order steps in. One of the earliest reversal tells in order flow, and nearly invisible on candles.

Unfinished business

A high or low that printed with both sides still active didn't finish the auction. The market tends to come back and complete it, which makes these excellent targets.

Delta divergence

Price grinds to a new high but delta makes a lower high. The buyers driving the move are stepping back. That warning usually arrives well before price rolls over.

Trapped traders

A burst of aggressive buying at a high, immediately reversed. Those buyers are trapped and their stops become fuel. Being on the right side of that squeeze is the whole game.

Market sweeps, big delta prints, fading momentum and volume sequencing are in there too, each one an independent toggle so you show only the signals you actually trade. And ten alert slots point at any of them with their own sound, so the platform watches the tape while you're looking at another chart.

SabrTrader footprint volume profile template colored by imbalances, highlighting where aggressive buyers and sellers overwhelmed the opposite side at each price
The volume profile template colored by imbalances, marking where aggressive buyers and sellers overwhelmed the opposite side.
Six kinds of imbalance

One imbalance is a data point. Several stacked is a story.

An imbalance is where aggressive buying at one price dwarfs aggressive selling at the price diagonally below. It's the clearest single sign of who's winning a price.

Stack a few of them and you've got the footprint of a market being run hard in one direction, and the zone they leave behind becomes support or resistance you can actually lean on.

  • Diagonal imbalances marked right on the cells, with a ratio and minimum size you control.
  • Stacked imbalances, the strongest continuation signal the footprint gives.
  • Multiple, oversized and big variants, size-filtered so you isolate the ones carrying real weight.
  • Reversal and inverse imbalances, the exhaustion side where aggression flips.
  • Consecutive tracking across cells for run detection.
Sometimes it's one order

A single institutional print can mark the top

And on a candlestick chart it's completely invisible.

SabrTrader footprint Big trades template showing a clean delta gradient volume profile per bar with volume bubbles marking the largest orders
The Big trades template. A clean delta gradient profile per bar with volume bubbles marking the largest orders, so the heaviest activity stands out with no cell clutter.

Volume bubbles overlay trades sized by how big they were, with adjustable sensitivity, lookback and multiplier so you catch exactly the orders that matter in your market. The fastest way on the platform to see where the real money hit, and to trade in its wake instead of against it.

Volume Profile

Turn the chart on its side and the levels stop being arbitrary

POC is fair value. The value area edges are the boundary of acceptance. High volume nodes are walls. Low volume nodes are doors.

SabrTrader Volume Profile on a Micro E-mini Nasdaq 15-minute chart in Buy/Sell color mode, with Point of Control, Value Area, VWAP and the live stats card
Buy/Sell color mode on MNQ 15-minute, with Point of Control, Value Area, VWAP, session extremes and the live stats card.

Most platforms give you a volume histogram and call it a Volume Profile. This one gives you the whole auction, and the difference shows up in what you can act on.

  • Developing value, live. Developing POC, developing Value Area and developing VWAP form as the session prints, so you watch fair value migrate in real time instead of reading about it after the close.
  • Five profiling methods. Session, Daily, Rolling composite, Fixed interval, and up to five custom session windows of your own.
  • Five color modes. Buy/Sell, Heatmap, Delta, Delta Volume and Mono, every color editable.
  • Full Market Profile. TPO structure with its own POC and value area, single prints, poor highs and lows, and the day type classified for you.
  • Initial Balance and naked POC. Frame the session in the first hour and keep the untested prior POCs on your map.
SabrTrader Volume Profile in Heatmap color mode on an E-mini S&P 500 chart with several daily session profiles side by side, each with its own value area and Point of Control
Heatmap mode on ES, several daily sessions side by side. Each builds its own value area and POC, mapping where the market keeps finding agreement.

The same data, however your eye works

Color isn't decoration on a Volume Profile, it's information. Buy/Sell splits each row into aggressive buying and selling. Heatmap makes the busiest prices glow. Delta keys each row to net imbalance. Mono strips it to pure shape when you want nothing competing for attention.

And if you grew up on TPO and letters, the full Market Profile overlays on top with its own structure, so you can read the day the way floor traders did while the volume profile underneath tells you where the size actually was.

SabrTrader Volume Profile with the TPO Market Profile overlay on a Crude Oil 15-minute chart, showing time-based structure alongside the volume profile
TPO Market Profile overlaid on Crude Oil 15-minute. Time-based structure and volume-based structure on the same chart, which is where the interesting disagreements show up.
How they work together

Location from the profile. Confirmation from the footprint.

Find the level

The value area edge, a naked POC, a high volume node. The profile tells you which prices the market has already proven it cares about.

Read the arrival

Price gets there. Now the footprint tells you whether selling is being absorbed or whether the level is quietly getting taken apart.

Commit or stand aside

Absorption at a value area low with stacked imbalances turning is a trade. The same level with no passive defence is a level about to break.

Add the liquidity heatmap and you get the third dimension: not just where trades happened, but where the resting orders sit right now. Structure from the profile, intent from the book, confirmation from the tape.

Read the bars you've been guessing at

Both indicators install with the platform. Add them to a chart, pick a template, and see what was actually happening inside the candles you traded last week.

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Tick accurate, off your own feed, rendered natively.

Before you ask

The questions we get

Do I need a special data feed?

You need tick-level bid/ask data, which most futures and crypto feeds provide. The footprint is built from real tick data through your own connection, not reconstructed from minute bars.

Which markets do these work on?

Futures, stocks and crypto, on time, tick, volume or range bars. Volume Profile works anywhere you have volume. The footprint needs bid/ask tick data to split the bar properly.

Is the footprint fast enough for a 1-minute chart on the open?

Yes. It renders natively and updates on every trade. The screenshots on this page are all ES 1-minute.

Can I run both on the same chart?

Yes, and most order flow traders do. Volume Profile frames the session and gives you levels, the footprint tells you what happens when price reaches them.

What's the difference between the footprint's volume profile template and the Volume Profile indicator?

The footprint template builds a profile per bar, inside that bar. The Volume Profile indicator builds one per session, day, rolling window or custom period, with TPO, developing value, Initial Balance and naked POC tracking. Different scales, different jobs.

Do I have to configure all of this?

No. Pick one of the 14 footprint templates and you have a working chart in a click. The settings are there for when you want them, not as homework before you can start.

Are these add-ons?

No. Both included with Pro, Ultimate and Lifetime, along with the liquidity heatmap, the SuperDOM and the rest of the premium suite. See pricing.