TPOFLOW — Market Profile, Orderflow, Depthflow, Elliott Wave
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Orderflow suite

Footprints built from the trades actually recorded.

Orderflow builds a bid × ask footprint inside each candle from the trades TPOflow records. It is calculated on TPOflow servers and streamed to your chart as the bar forms. Each footprint is labelled with how the buy or sell side was decided.

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FootprintAvailable now

Bid × ask at every price

Volume traded on each side at each price row inside the candle, shown as bid × ask, delta or total volume.

  • Bid × ask, delta or volume values
  • Price row size and lot size you set
  • Heatmap, profile or ladder cell styles
ImbalanceAvailable now

Delta, imbalance, POC and value area

Per-bar delta, diagonal imbalance at a ratio and minimum volume you choose, stacked imbalance runs, and each bar’s volume POC and value area.

  • Bar delta
  • Diagonal and stacked imbalance
  • Per-bar POC and value area
Data qualityAvailable now

Labelled by how the side was known

By default the tick rule assigns upticks to buying and downticks to selling, and the footprint is marked estimated. Where the feed reports each trade’s side, as the crypto feed does, you can use those sides instead.

  • Tick-rule estimate, labelled
  • Exchange-reported sides where supplied
  • Never synthesized from candles
NIFTY 50NSE15m DEMO DATA

Illustration on demo data · bid × ask footprint · diagonal imbalance · bar delta and volume. The product offers no cumulative delta.

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Bar delta+1.86KIllustration · demo data
Stacked imbalance4 rowsIllustration · ask side
Bar POC24,825Illustration · demo data

At a glance

Calculated
On TPOflow serversStreamed to the chart as the bar forms
Chart interval
Time candles up to 60 minutes
Side classification
Tick rule by defaultExchange-reported sides where the feed supplies them
Input
Recorded trades onlyNever synthesized from OHLC candles
Cumulative delta
Not offered

What this cannot do

  • A footprint exists only for trades TPOflow has recorded. Instruments outside the recording set, and periods before recording began, have no footprint history.
  • The crypto exchange feed offers no historical trades, so crypto footprints cannot be backfilled.
  • NSE feeds do not report the aggressor side. Tick-rule buy/sell splits are estimates and are labelled as such.
  • There is no cumulative-delta study, absorption detection or delta-divergence signal.
  • Footprints are drawn on time candles of up to 60 minutes, not on tick, range or volume bars.

This platform is for market analysis. It cannot place, modify or cancel an order, and it is not a trading terminal.

Trade with context

Open it and judge for yourself.

Create an account and open it in the chart workspace. Some modules need a plan that includes them.

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