Sierra Chart footprint chart setup: settings for a readable bid-ask footprint

How to set up a footprint chart in Sierra Chart

To build a readable footprint in Sierra Chart, add the Numbers Bars study to a chart that uses Intraday Data with bid and ask volume recorded, choose the Bid x Ask Volume display, and set a price aggregation that keeps each bar to a manageable number of rows. Then simplify colors so that imbalances stand out and the rest recedes. The sections below cover each setting in order.

This guide is about configuration. If you need help interpreting the numbers once the chart works, see our guide on how to read a footprint chart.

Before you start: data requirements

A footprint needs trade-level data split into volume traded at the bid and at the ask. Check these items first:

• Your data feed must supply tick or bid/ask tagged data for the instrument, such as ES, NQ, CL or EURUSD. Many forex feeds provide tick volume only, so EURUSD footprints are not equivalent to exchange-traded futures volume. CME futures like ES, NQ and CL carry real traded volume.
• In Chart Settings, enable Intraday Data Storage Time Unit at 1 tick or set it to record bid and ask volume. Sierra Chart documents this under its Numbers Bars and Intraday Data pages at Sierra Chart documentation.
• Load enough history for your use. Footprints on historical data require that the data was downloaded with bid/ask volume, so check your service package.

Step 1: add the Numbers Bars study

1. Open your chart and choose Analysis, then Studies.
2. Find Numbers Bars Calculated Values and Numbers Bars in the list of available studies. Add the main Numbers Bars study to the chart.
3. Set the chart bar type to something that matches your purpose, for example a 5 minute, 500 volume or range bar chart. Footprints read best when each bar has enough trading to show a pattern.
4. Open the study settings to reach the Numbers Bars options.

Many traders keep a separate chart just for the footprint, and keep a regular candlestick chart for context.

Step 2: choose the bid ask volume display

In the Numbers Bars settings, look for the Numbers Bars Data Type or the display option for each cell. The common choices are:

• Bid Volume x Ask Volume: shows both sides at each price, left and right. This is the standard bid ask volume footprint.
• Total Volume: one number per price, good for spotting where volume clustered.
• Delta: ask minus bid at each price, useful when you want less clutter.

For a first footprint, use Bid x Ask. It exposes the raw numbers, and you can switch to delta later once you know what you are looking for.

Step 3: set price aggregation

Aggregation is the most common reason a footprint looks unreadable. Each row of the footprint covers a number of ticks. Too fine and the bar is a wall of tiny numbers, too coarse and you lose detail.

In the Numbers Bars settings, use the Volume at Price Multiplier or the price increment option to group ticks into rows. Starting points, to adjust by screen size and timeframe:

• ES: tick size is 0.25. A multiplier of 1 shows every tick, and 2 to 4 (0.50 to 1.00 point rows) often reads better on 5 minute bars.
• NQ: tick size is also 0.25, but the instrument moves in larger ranges. Multipliers of 4 or more are common to keep bars compact.
• CL: tick size is 0.01, and a move of a dollar is 100 ticks. Multipliers of 2 to 5 help a lot.
• EURUSD: pricing depends on your feed, and the pip fraction can be very fine. Aggregate to at least a pip per row and remember volume may be tick counts.

Check contract specifications on the CME Group site when you are unsure of tick sizes or values.

Step 4: make the text readable

Readability comes from font size, row height and number format.

• Set a font size that fits the row height. If numbers overlap, increase aggregation rather than shrinking the text.
• Widen bars using the chart bar spacing control, so each cell has room for two numbers.
• Use a number format that abbreviates large values if you trade NQ or high-volume bars.
• Turn off extra elements you do not need, such as bar outlines, while you learn the layout.

Step 5: choose colors and imbalance highlights

Color should answer one question per glance. A simple scheme works best:

• Use a dark or neutral background with gray or muted text for normal cells.
• Enable imbalance highlighting in Numbers Bars, which colors a cell when the ask volume exceeds the bid volume on the diagonal by a chosen ratio, such as 300 percent. Use one color for ask dominance and another for bid dominance, for example green and red, or blue and orange if you want color-blind friendly contrast.
• Color the point of control row or highest volume row with a border or light fill. For background on that concept, see what point of control means in volume profile.
• Avoid coloring every cell. If everything is highlighted, nothing stands out.

The ratio is a preference, not a rule. Lower ratios mark more cells, higher ratios mark fewer. Test a few on ES or NQ during a normal session and keep the one that leaves the chart legible.

Step 6: add summary rows and save a footprint chart template

Numbers Bars can show per bar totals such as volume, delta and cumulative delta beneath the bar. Add only the ones you will actually use, typically bar delta and total volume.

Once the layout works, save it so you do not rebuild it:

1. Use File, then Save Chartbook As, or apply the chart to a Chartbook you can reuse.
2. Use the study setting Save as Defaults if you want new Numbers Bars studies to start from these values.
3. For a footprint chart template per instrument, keep separate chart copies for ES, NQ, CL and EURUSD, since the aggregation differs for each.

If you want to compare setup styles and supporting tools such as DOM and volume profile, our overview of the best Sierra Chart tools for order flow may help.

Common setup problems

• Empty or zero cells: bid/ask volume was not recorded for that period. Reload data or check the feed.
• Numbers too crowded: raise aggregation or widen the bars.
• Delta looks wrong on forex: your feed may supply tick volume, which is not the same as traded volume.
• Slow chart: reduce the days loaded or simplify the study calculations.

For general background on order flow chart concepts you can also consult TradingView's volume footprint documentation, which is useful for comparing terminology across platforms.

Conclusion

A good footprint setup is mostly restraint: record bid and ask data, pick the Bid x Ask display, aggregate until rows are legible, and use color sparingly for imbalances and the highest volume row. Save the result as a template for each instrument. A readable chart does not predict anything, it only makes the recorded order flow easier to study. Explore order flow tools, MT5 expert advisors and courses at SierraOnShop.

FAQ

Can I use a footprint chart on a range or volume bar chart?

Yes. Numbers Bars works with time, tick, volume and range bars. Volume and range bars give each bar a more even amount of activity, which can make cells easier to compare.

Why are my bid and ask numbers identical or missing?

Usually the data does not contain bid/ask tagged volume, or the chart is not recording it. Check the intraday data settings and your data feed's capabilities.

How many days of data should I load for a footprint?

Load only what you need for your analysis, often a few days. More history slows the chart and may not be available with bid and ask detail.

Does the same footprint setup work for futures and forex?

Not exactly. Futures such as ES and CL report real traded volume, while many spot forex feeds report tick volume. Adjust aggregation and treat forex results with that limit in mind.