Are we ever going to get a "real footprint" chart?
A chart that only displays the footprint as "BID X ASK" PNF chart? And everything else beside heatmap is hidden
-jjh
FOOTPRINT
Re: FOOTPRINT
I wouldn't hold my breath on them ever implementing a separate charting system. If you're using Bookmap you already have order flow analysis covered. However, you can construct a pseudo-footprint based on ranges, timeframes, and time without volume using either the CVP or SVP columns. You can also do a delta footprint based on CVP/SVP columns as well. If you split the volumes and disable the bars to show only the numbers you essentially have the same format as a footprint chart with Bid Ask volumes. Then you can use CVP/SVP and ranges to further refine the periodicity.