The Vol X Delta footprint chart, configured, and ready for ES.

The only tool that shows you with certainty who is in control of NQ at any given moment. Raw, unfiltered Orderflow data on every single candle.

Most traders make decisions based on price alone. Price tells you where the market has been. The footprint tells you what is actually happening inside every move, how many contracts are being bought and sold at each price level, which side is getting trapped, and where the real aggression is. By the time price confirms a move, the footprint already told you it was coming.

Every candle prints after 2000 trades, not after a fixed amount of minutes. Every candle represents real market activity, not the passage of time. Far cleaner than any time-based chart and filters a lot of noise.

Each candle has its own Volume Profile with POC marked. Every Volume Bar is colored by Delta so you instantly see who is in control at each level. Auto-sized Large Volume Trade Bubbles appear automatically, scaled by order size. Stacked imbalances marked automatically. Session VWAP and deviations overlay the chart. Total candle delta and volume are displayed at the bottom.

Combining bubbles with the color and size of volume bars at key levels makes it simple to spot trapped participants and enter once aggression pushes price in your direction.

Requirements: SierraChart Subscription with CME Group Market Depth Data Feed. No third-party purchases needed.