What a Footprint candle shows
An ATAS Footprint breaks a candle into price levels and shows the trades executed at each level. In Bid × Ask mode, Bid records aggressive selling that met buyers, while Ask records aggressive buying that met sellers. These are two sides of completed trades. The DOM order book displays resting orders.
Delta is Ask volume minus Bid volume. Positive delta means more volume traded on the aggressive-buying side during the selected period. It does not count how many people bought or determine the direction of the next candle.
Start by identifying what each number measures. Volume, trade count and delta are distinct metrics. ATAS can switch among them, but doing so changes the question the chart answers.
Check the feed before interpreting the chart
Footprint relies on tick-level trade data: price, volume and execution direction. A connection that supplies only a general price does not meet the same need. Live futures and stock analysis requires Pro or Ultra, plus a compatible account or data provider and market entitlements. Start and Plus restrict futures to a 15-minute delay, which is unsuitable for live execution decisions.
For crypto, Crypto Data supplies basic information from Binance, Bybit and Phemex with limited book depth. Deeper data require a supported exchange-account API connection under the account's terms.
Choose the precise instrument and contract, check connection status and identify the active quote provider. Software connector support does not establish whether an exchange or broker will open an account in your country of residence.
Set up a focused workspace
Begin with one chart and one instrument. Open Footprint Settings from the chart settings and choose Bid × Ask. Make the numbers readable, then add Cluster Statistics only if you need a candle-level summary of volume and delta. This makes it easier to relate activity at each price to the candle's overall movement.
In Cluster Statistics, choose whether cumulative figures start at the beginning of loaded history, the default session boundary or a custom opening time. Use the same session frame when comparing days. Also check whether Footprint Values Divider is abbreviating displayed numbers.
Classic runs on Windows; ATAS X Beta is also available for compatible Macs running macOS Tahoe or later. Feature parity is still incomplete. Check the exact model against Apple's Tahoe list as well: ATAS lists a broader range of older Macs, so the production year alone is insufficient. A small workspace helps you assess the chosen version and hardware before increasing the load.
Read volume and delta alongside price
As a teaching example, a price level with Bid volume of 40 and Ask volume of 100 has total volume of 140 and delta of +60. These figures illustrate the calculation; they are not observed market data. To interpret the candle, also inspect the other price levels and where it closes.
Heavy aggressive buying with little upward progress can suggest that passive sellers are absorbing demand. Treat that as a hypothesis to follow through subsequent price behaviour, rather than turning one number into an order. Similarly, compare an unusually active candle with others from the same instrument and a comparable session.
Cluster Statistics supports comparison of volume, delta and candle height. Define what you are examining beforehand and record cases where the reading did not match the subsequent move.
Imbalance and absorption require context
Bid/Ask Imbalance compares Bid volume at one level with Ask volume at the level immediately above. It is a diagonal comparison, rather than a simple ratio between the two numbers in the same row. The threshold, Volume Filter, Minimum Difference and Ignore Zero Values settings affect which areas are highlighted.
Keep settings fixed during a practice exercise and compare several segments of the same instrument. A threshold that highlights nearly every level does little to isolate the activity you are studying; changing it after each candle makes the lesson hard to evaluate. No single setting fits every market and session.
Absorption describes activity meeting opposing liquidity with little significant price progress. Study it alongside the trade sequence, volume and price response. It does not reveal a participant's intention with certainty or promise a reversal or continuation.
Connection limits can explain apparent gaps
If a chart is empty or lacks detail, check data entitlements, the instrument and chart type before changing indicators. The dxFeed documentation lists cluster support for minute and second charts, while several other candle types are unsupported. dxFeed charts also cannot use Replay or historical Big Trades. Upgrading an ATAS plan does not remove a connector limitation.
For CQG, the broker must enable ATAS as AdvancedTS. Rithmic offers either a direct connection or a connection through RTrader Pro. The latter requires both applications to be running, with matching server choices and settings.
Rithmic's Aggregated Quotes option reduces processing load but also lowers update frequency. When studying fast activity, assess that trade-off alongside network quality and CPU load.
Practise in Replay with suitable data
The plan matrix includes Replay in Plus and higher tiers. Select a compatible chart, a completed session and a data mode: Ticks for Footprint and the trade tape, or Ticks and DOM when you also need the order book or Heatmap. Candles loads less data but does not replace trade-level detail for this exercise. dxFeed charts are unsupported.
Move forward without looking at the end of the segment, pause before a decision and record what you saw. Then compare the hypothesis with the subsequent movement. This is a reading exercise, not an entry strategy.
Practice orders go to Replay Account, whose fills are immediate and complete, unlike possible live execution constraints. Save your results before starting another training session, which overwrites the previous results. Close the panel with x to exit Replay.
Before enabling live orders
Check the execution account, order type and connection status separately. Rithmic's documentation says OCO orders are simulated locally: if the connection fails and one order fills, the other will not be cancelled automatically. Connection warnings can also affect price, position and order-status reporting. Check with the broker which orders are actually active.
The ATAS plan comparison helps match the licence and feed to your task, while the ATAS review brings together the terms. Start with a training account, define a risk budget and check trading costs before using a live account. Footprint adds detail to trades that have already occurred; it cannot guarantee profitability or remove the risk of losses in leveraged trading.
This information is for learning and comparison, not investment advice. Verify product details and eligibility conditions against the current source.
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