Learn the workflow
Nobody is born reading a footprint.
Order flow is a skill before it is a tool. Start with the footprint, then work through the rest.
What order flow is
Order flow is the stream of orders reaching an exchange: limit orders that wait in the book and market orders that take from it. Price moves when market orders use up the limit orders in their way. This guide is the idea behind footprint charts, delta and the order book, plus the four setups traders most often use it for.
Set up your workspace
Build an order-flow workspace — tabs, multi-chart layouts, panes, indicators, drawings and saved templates — and find the same setup tomorrow.
How to read a footprint chart
A footprint chart — also called a cluster chart — shows bid and ask volume at every price inside a bar. What the two numbers mean, how imbalances are marked, and what to check first.
Stacked imbalance
A stacked imbalance is several imbalanced price levels in a row inside one bar, where market orders bought or sold straight through a run of prices. The indicator keeps each one on the chart as a zone until price comes back, and this page covers how traders use the retest.
Unfinished auction
An unfinished auction is a bar's high or low where both sides were still trading at the extreme. The indicator extends each one to the right until price comes back to it, and this page covers how traders use these levels.
Delta and the aggressor
Delta is market buy volume minus market sell volume, taken from the exchange’s own flag on every trade. How to read it, when it diverges from price, and where it misleads.
Cumulative delta (CVD)
Cumulative volume delta (CVD) is the running total of bar delta. Grouping periods, smoothing, the candle view, and how to read it against price.
Worked example: BTC at 82,000
Real data from 21 September 2026: a wall of sell limit orders at 82,000 on BTC/USDT, a buying spike that stalled against it, selling that got nowhere from below, and the breakout that held. Walked through bar by bar with the footprint, delta and the Liquidity Heatmap.
The live order book (DOM)
The live order book (DOM, market depth) beside the price: what the limit orders waiting there are, how the bands are grouped, and how to tell a wall from a shadow.
Liquidity Heatmap
A liquidity heatmap is the order book drawn over time. It paints how much size rested at each price, minute by minute — the Bookmap-style view — so you can scroll back and see where limit orders waited, built up, moved or vanished, not only what the book holds right now.
Volume Profile
Volume Profile over any range you draw: the point of control (POC), the value area (VAH and VAL), the shape letter (D, P, b, B), and why the rows come from stored trades rather than from a candle spread across its range.
Whale trades
A whale trade is one large market order sent by a single participant. The exchange reports it as many small prints; the terminal glues them back into one aggression, so one bubble on the chart is one whale, not one print.
Alerts
Set a condition on the chart and get told when it happens — checked on our servers, so it fires with your browser closed and the notification reaches you in Telegram.
Glossary
Plain definitions of the order flow words used in this guide: limit and market orders, maker and taker, absorption, exhaustion, imbalance, delta, liquidity, value area and the rest.