The Description

The Footprint Bar Statistics Indicator provides a fully customizable row by row layout of various Footprint bar statistics.  These statistics are based on the Periodicity that you select and provide detailed columnar/vertical analysis of the volume and delta.

  Footprint Bar Statistic Video (3 min)

The Presentation - more on Charts

Above is a bid ask Footprint chart of the e-Mini S&P (ES) with FPBS indicator applied.

The Preferences

• Buy Volume - displays the volume that occurred at the ask price for each bar.  It is cumulative for the entire bar.
• Sell Volume - displays the volume that occurred on the bid price for each bar. It is cumulative for the entire bar.
• Total Volume - displays the total volume that occurred for each bar. It is cumulative for the entire bar.
• Max Delta - displays the highest overall delta value achieved for the entire bar.  It is cumulative for the entire bar.
• Min Delta - displays the lowest overall delta value achieved for the entire bar.  It is cumulative for the entire bar.
• Total Delta - displays the cumulative (net) delta for the entire bar.  It is cumulative for the entire bar.
• Buy Volume % - displays the volume that occurred at the ask price for each bar and displays it in the percentage form of total volume.  It is cumulative for the entire bar.
• Sell Volume % - displays the volume that occurred at the bid price for each bar and displays it in the percentage form of total volume.  It is cumulative for the entire bar.
• Delta % - displays the percentage of volume that had a net positive or negative delta.  It is essentially showing a ratio of bid traded volume versus ask traded volume but only showing the % of volume that occurred on the most dominant side of the market.  It is cumulative for the entire bar.
• Delta Change - displays the change in delta from the previous column to the current column.  It is cumulative for the entire bar.
• Volume Change - displays the change in volume from the previous column to the current column.  It is cumulative for the entire bar.
• Ticks - displays the amount of ticks.  Essentially, volume is discarded and only the ticks are counted.  It is cumulative for the entire bar.
• Average Tick Size - displays the average volume traded for each tick.  It is cumulative for the entire bar.
• Cum Delta - Day - displays the cumulative delta for the current trading day.  It is cumulative for the entire day.
• Cum Delta - All - displays the cumulative delta for all data on the chart.  It is cumulative for the amount of days you are displaying.  To change the amount of days displayed you will need to open the chart preferences and click the Period tab.  Additionally, this indicator will only display correctly for the tick data that you have download or stored on your MarketDelta database.  For example: if you are displaying the past 50 days of data but only have 20 days of tick data stored, it will only display the Cumulative Delta for those 20 days.  
• POC Volume - displays the highest volume at a specific price for this specific column.
• Delta Finish -   This is the pullback of delta from it's last high or low.  If Delta last bounced off it's high before completing bar, the finish will be negative (or zero).  If Delta last bounced off it's low before completing bar, the finish will be positive (or zero).
• AVAP - Average Volume at Price is calculated by dividing the total volume divided by the number of separate prices that occurred within the bar.

RTL Token - more on RTL

There currently is no RTL token for FPBS. Vote on getting it added to the software here!