Sierra Chart footprint missing bid ask volume: how to find the cause and fill empty cells

Why your footprint shows missing bid ask volume

When a Sierra Chart footprint shows missing bid ask volume, the cause is usually one of three things. The intraday data behind those bars was not stored tick by tick, the data feed did not supply historical bid ask records for that period, or the Numbers Bars study is set to display something other than bid and ask volume. Check data availability first, because no study setting can display bid and ask volume that was never recorded.

This guide is a troubleshooting checklist. If you are building a footprint from scratch, start with the Sierra Chart footprint chart setup guide and come back here when cells look empty, flat or one-sided.

Identify the symptom before changing anything

The pattern of the problem points to its cause. Before you touch any setting, note which of these you see:

• Older bars are empty or show only total volume, recent bars look normal. This points to historical data that was stored before tick by tick recording was enabled, or a feed that limits historical tick depth.
• Every bar is empty, including the live one. This points to a study configuration problem, a symbol that is not receiving trades, or a chart that is not connected to data.
• Cells show numbers, but bid or ask is always zero. This points to data without a bid ask split, or Numbers Bars columns configured to show a single value.
• Prices are skipped, so the footprint has gaps between rows. This is often a tick size or price increment mismatch rather than missing volume.
• Bars are fine on one contract month but empty after a roll. The new contract or the continuous series may not have tick data downloaded for the period you are viewing.

Write down the date where the data changes from complete to incomplete. That boundary is often the most useful clue you have.

Check intraday data storage first

Footprint charts in Sierra Chart are built with the Numbers Bars study, and Numbers Bars depends on tick by tick data to split volume between bid and ask at each price.

Open Global Settings >> Data/Trade Service Settings and look at Intraday Data Storage Time Unit. It must be set to 1 tick. If it is set to a longer unit, the intraday file stores aggregated records, and the bid ask detail a footprint needs is not preserved for those records.

The key point for troubleshooting: changing this setting affects how data is stored from that point on. It does not rebuild records already saved at a coarser unit. That is why a common symptom is a footprint that looks correct for recent sessions and empty or incomplete further back. Sierra Chart documents the full procedure, including how to reload historical data after changing the storage unit, on its tick by tick data configuration page. Follow that page rather than guessing, because the exact steps can vary with your data service.

After correcting the storage unit, re-download the affected history according to that documentation, then reload the chart and check the boundary date you noted earlier.

Confirm your data feed actually provides bid ask records

Even with 1 tick storage, the footprint can only show what the data service delivers. Check these points with your feed:

1. Historical tick depth. Many services provide tick history for a limited number of days. Bars older than that window can load as coarser data or not at all. If your ES footprint is complete for the last few weeks and empty before that, compare the boundary with your service's documented tick history limit.
2. Bid ask classification. The footprint split relies on each trade being recorded at the bid or at the ask. If a source delivers trades without that information, cells can show volume with one side at zero.
3. Subscription and exchange permissions. CME futures like ES, NQ and CL require the corresponding market data entitlement. A missing entitlement can mean no trades arrive at all, so every bar stays empty. CME Group explains its market data offering and licensing if you need to confirm what your subscription covers.
4. Forex instruments. Spot EURUSD is decentralized, so a feed may supply quote based volume rather than exchange trade volume with a true bid ask split. A footprint on spot forex may look sparse or behave differently from one on a futures contract like 6E. Check what your feed actually provides for that symbol before treating thin cells as a configuration error.

If you are unsure which features need which data type, the article on Sierra Chart chartbook data requirements maps footprint, DOM and profile features to tick, depth and intraday data.

Check the Numbers Bars study settings

Once data availability is confirmed, open the Numbers Bars study settings on the chart (double click the study in the chart's study list, or use the chart's studies window). Sierra Chart's Numbers Bars documentation lists every input, so use it as the reference for exact option names. The points to check are:

• Text column display mode. Numbers Bars can display different values per column, such as bid volume and ask volume, total volume, or delta. If the columns are set to total volume only, you will see one number per price and no bid ask split. That is a display choice, not missing data.
• Visibility of each column. Confirm the bid and ask columns are enabled and not hidden by a zero width or a text color identical to the background.
• Minimum volume or filtering inputs. If a filter hides values below a threshold, low volume rows can appear empty on slow sessions or on thin contracts.
• Bar spacing and font size. When bars are too narrow, Sierra Chart may not have room to draw numbers. Zoom in or increase bar spacing before concluding the data is missing.

A quick test: duplicate the chart, remove all other studies, and add a fresh Numbers Bars study with default settings. If the fresh study shows bid and ask numbers, the issue is in your original study configuration, not your data.

Check tick size and price increment in chart settings

Gaps between footprint rows often look like missing volume. Open the chart settings (Sierra Chart describes them on its Chart Settings page) and verify the tick size matches the instrument:

If the tick size is wrong, prices may be grouped incorrectly or rows may appear blank where the footprint expects a price that never trades. Also check whether the Numbers Bars study or the chart uses a price increment larger than one tick. Grouping CL by several ticks per row is a valid choice, but if you forgot you set it, the footprint will look thinner than you expect.

Check the symbol, contract and days loaded

A few chart level checks resolve many remaining cases:

• Symbol. Confirm the chart symbol matches the exact contract your feed is streaming. A footprint on an expired ES contract will have no new data.
• Rollover. After a roll, the new contract may only have tick data from the date you started recording or downloading it. Older sessions on that contract can look empty.
• Days to load. In chart settings, confirm the number of days loaded covers the period you are viewing. If it is too short, older bars are simply not loaded.
• Replay and simulation. In chart replay, the footprint only shows the bid ask data stored in the intraday file for that period. Missing history in the file means missing cells in replay.

If the whole chartbook behaves oddly, with blank charts or studies that do not load, the problem is broader than the footprint. The guide on fixing a Sierra Chart chartbook that is not displaying correctly covers that case.

A short troubleshooting order that saves time

Work in this sequence so you change one thing at a time:

1. Note the symptom and the date where data becomes incomplete.
2. Confirm Intraday Data Storage Time Unit is 1 tick.
3. Confirm your feed provides historical tick data with bid ask classification for that symbol and period.
4. Re-download affected history following the Sierra Chart tick by tick documentation.
5. Test a fresh Numbers Bars study with default settings on a clean chart.
6. Verify tick size, price increment, symbol and days to load.

If you would rather start from a footprint whose Numbers Bars columns, colors and spacing are already configured, a Sierra Chart footprint chartbook removes the study configuration step, though it still needs 1 tick storage and a feed that supplies bid ask records.

Conclusion

Empty footprint cells are almost always a data question first and a settings question second. Confirm tick by tick storage, confirm what your feed delivers and how far back, then check how Numbers Bars is told to display bid and ask volume. Once the data is complete, the footprint reflects it faithfully. For ready-to-open order flow workspaces, SierraOnShop offers Sierra Chart chartbooks built around footprint, DOM and profile views.

FAQ

Why does my footprint show only one number per price instead of bid and ask?

The Numbers Bars columns are most likely set to a single value such as total volume or delta. Change the column display mode to bid and ask volume in the study settings.

Will changing the storage unit to 1 tick fix bars I already recorded?

No. The change applies to data stored afterward. Older records stay at their original unit until you reload the history as described in Sierra Chart's tick by tick data documentation.

Do I need market depth data for a footprint chart?

No. Footprints rely on tick by tick trade data with bid ask classification. Market depth data is needed for DOM, depth and heatmap views, not for Numbers Bars.

Why is my CL footprint fine today but empty last month?

The most common reasons are a historical tick limit on your data feed, data recorded before 1 tick storage was enabled, or a contract roll that left the older period without downloaded tick data.