Footprint (cluster) configuration

Wednesday 21 October 2026, the 09:48 ET bar (20:48 ICT, US summer time) on the NQ December contract. On a chart with ATAS X’s default imbalance rate of 150%, six cells of that bar light up as “imbalances”, seven if an empty neighbouring row counts. On our desk template, set to 400%, none of the traded rows light.

Same trades, two pictures, neither wrong. What a footprint shows depends on settings you choose; this lesson shows where they are and what each does to one real bar.

Key terms

Footprint (cluster) chart (biểu đồ footprint / cluster): a chart that opens each bar and shows the contracts traded at every price inside it Definition. M3.01 teaches how to read it.

Bid x Ask cell (ô bid × ask): at one price, contracts sold into the bid by aggressive sellers (left) and bought at the ask by aggressive buyers (right) Definition.

Ticks per row (số tick mỗi hàng): how many price ticks the chart merges into one footprint row Definition. NQ’s tick is 0.25 point, so 4 ticks per row means 1-point rows.

Bar POC and bar value area (POC và vùng giá trị của từng nến): the row with the most contracts in that bar, and the rows around it holding 70% of its volume Definition (M2.01, M2.02).

Diagonal imbalance (mất cân bằng chéo): a buy imbalance compares the ask at one row with the bid one row lower; a sell imbalance compares the bid at one row with the ask one row higher Definition, because the bid and the offer sit one tick apart.

Imbalance rate (tỷ lệ mất cân bằng): the ratio, as a percent, a diagonal must reach before the cell is highlighted: 150 means 1.5 times, 400 means 4 times Definition.

Chart first: one real bar, one threshold

How it works

Where the settings live

Every footprint setting sits in one dialog: Chart settings › Cluster Settings Definition. Four groups matter here:

• Footprint content › Content: the numbers in each row, such as Bid x Ask (default), Volume or Delta. Mode: how the row is drawn, such as Full row or Volume profile (default).
• Bid/Ask Imbalance settings: Enabled (off by default), Imbalance Rate (150 by default), Volume filter, Minimum difference, Ignore zero values.
• Maximum Level › Maximum Volume Type: Volume outlines each bar’s POC row.
• Value Area › Show Value Area: shades each bar’s 70% band (off by default).

Use Bid x Ask: imbalances need both sides of every row.

Ticks per row

ATAS X builds rows as tick size times the chart’s row multiplier Definition. Merging rows adds their cells together: bigger numbers, fewer rows, different ratios between neighbours. Our desk uses House rule:

ES moves fewer points than NQ, so it gets smaller rows. Aim for roughly 10 to 25 rows in a normal bar House rule.

Bar POC and value area

ATAS X starts at the POC row and adds the larger of the next two rows above or below until 70% of the bar’s volume is inside Definition. Both depend on row size, so quote them with it. On a tie the most recently traded row wins.

Imbalance rate and the two filters

A cell lights when its diagonal ratio reaches the rate, its own size passes Volume filter, and the gap between the two cells passes Minimum difference Definition. Our templates use 400%, 15 contracts and 10 contracts House rule. They keep a busy NQ chart readable; they are not calibrated values. Raising the rate can only remove highlights.

Settings change how much you see. On 10 NQ sessions (8 to 22 October 2026), ATAS’s Stacked Imbalance study at 300% fired 15.8 times per cash-session hour when it needed two adjacent imbalanced rows and 3.75 times when it needed three MeasuredNQ. One setting, four times the markers. PLAT3.07 covers the stacking study itself.

Myth / hypothesis: “A 400% imbalance shows where big buyers are committed, and three stacked imbalances become support that holds when revisited.” When one trader tested both on years of NQ data, neither did better than the same moment without the signal Lore. Treat the highlight as a description of the bar.

Why it is still worth knowing

They give shared vocabulary for one-sided aggression inside a bar, and a clear hypothesis you can log and test yourself (DESK1.05).

What the data says

Worked example: the 09:48 bar at two row sizes

The 09:48 ET bar on 21 October, 1-point rows (4 ticks), selected rows Definition:

1. Buy side, 29,901: ask 78 against the bid one row lower, 46 at 29,900. 78 ÷ 46 = 1.70. Lit at 150%, dark at 400%.
2. Sell side, 29,901: bid 108 against the ask one row higher, 47 at 29,902. 108 ÷ 47 = 2.30. Lit at 150% and passes the filters (108 is over 15, the gap 61 is over 10), dark at 400%.
3. Bar POC: 29,896 with 190 contracts, just ahead of 29,901 with 186.
4. Switch to 8 ticks per row (2 points). Rows merge in pairs: 29,898–29,899 now holds 318 contracts and 29,896–29,897 holds 294. The bar POC moves up two points to 29,898. At 150% four cells light on the new grid; at 400% still none.

The trades did not change; the grid did.

The mirror and the failure

Buy and sell imbalances are mirrors: ask over the bid below, or bid over the ask above. Check both.

The failure is an empty neighbour. At 29,898 the ask was 89 and the row below had no bid trades: 89 against 0 passes any rate. Our templates turn Ignore zero values on so one quiet row cannot create a “4 to 1”.

Do it on the platform

Prop-firm note. Footprint settings change only what you see. On our desk ATAS X is the read-only order-flow screen and Topstep orders go through TopstepX (PLAT2.08).

Common mistakes

Common mistake: Treating a highlighted cell as a trade signal. It is a ratio you chose; one trader’s NQ test found no edge.

Common mistake: Comparing your POC or imbalances with another chart without asking its row size and rate.

Drill: check your own footprint

In replay (PLAT2.06) or on any recent NQ session, with no live orders:

1. Write down your Content, Mode, ticks per row, Imbalance Rate, Volume filter and Minimum difference.
2. Pick one 1-minute bar with at least 12 rows. Count the lit cells at 150% and at 400%.
3. Pick one lit buy cell and compute ask ÷ bid one row lower by hand. Then compute ask ÷ bid on the same row. Which one matches the highlight?
4. Change ticks per row from 4 to 8. Note where the bar POC moves.

What we don’t know yet

Whether any imbalance threshold adds information on NQ is not yet measured by our lab; we cite one trader’s study. How often the built-in highlight fires at 150% vs 400% is not yet measured either.

Recap

• All footprint settings live in Chart settings › Cluster Settings; start with Bid x Ask content.
• Ticks per row decide the grid: 4 and 8 ticks on NQ, 1 and 2 on ES on our desk. Merging rows changes cells, the bar POC and the ratios.
• A diagonal imbalance compares ask with the bid one row lower, or bid with the ask one row higher; the rate (150 default, 400 on our desk) is a display threshold.
• Turn on Ignore zero values so an empty row cannot light a cell.
• As a signal, imbalances showed no edge in one trader’s NQ test; use them to describe the bar.

Further reading

• ATAS, Stacked Imbalances indicator, help.atas.net.
• Order Flow, Measured, public claim table: claims FP-06 to FP-08.
• CME Group, Nasdaq-100 futures contract specifications, cmegroup.com.
• Our lab: the NQ trade recording of 21 October 2026, and stacked-imbalance firing rates from our workspace audit.

Prerequisites: M0.07 Choosing software & data, M0.09 Reading a price chart, M3.01 Reading the footprint · Next: PLAT2.05 DOM, SmartDOM and click-safety. The footprint shows trades that already happened; the order book shows the orders still waiting.

Educational content only. Not financial advice. Futures trading involves substantial risk of loss.