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Greetings trader. In this second instalment of the “DayTrader’s Toolbox”, we’ll see how to set up our partner platform, VolSys, to recreate the same Bid x Ask split Footprint layout shown during the previous article. 


To use your Savius challenge account with VolSys, you must accept the Rithmic data feed terms by following the instructional video you’ll find on your user dashboard. 

VolSys supports many other data feeds, which are readable on this webpage

This article won’t cover the data feed-related settings and the symbol list.

Basic Footprint setup

First thing, you have to open a new price chart. To do it, you have to open the pop-up menu by clicking on “New” and then on “Price Chart“. 

At this point, you have to select the symbol. VolSys groups every symbol under the related market. In this guide, we’re going to see how to set up a Footprint chart for the 10Y US Treasuries Notes (ZN): 

Select CBOT BOND on the left menu’s left column and then click on ZN under the “Symbol” column. 

The procedure would be the same for the ES, except that you’d have to select “CME” on the left column.   

After selecting the symbol, the platform will show you the indicator list. Since we want to create a Footprint chart, but we are aware that this indicator cannot be listed with its original name for copyright-related reasons, we have to look for the alternative name tag assigned by the platform. 

In this case, the Footprint indicator is named “Order Flow Analyzer“. Once found within the indicator list, it will suffice to add it under the active indicators by following the procedure shown in this image: 

Once added, you should be staring at something like this: 

The intraday chart is set with a 5m timeframe by default, but it’s possible to change it by clicking on the highlighted icon on the image. 

Suppose you instead click on the indicators icon. In that case, it’s possible to apply the customisations that we’ll need to obtain the Bid/Ask split view, which was shown in the previous instalment of this series. 

Bid/Ask split Footprint settings

Ask/Bid split and volume grouping

After opening the indicators list menu, follow the procedure shown in the following image:

  1. Click on “Order Flow Analyzer”;
  2. Click on “Settings”; 
  3. You’ll see a new pop-up menu where you can customise your FP settings. Under the voice “Foot Type“, select “Ask bid split“. 

If you’re going to chart a very thick and liquid instrument, you’ll want to see the price tick by tick without any grouping. To do that, you’ll have to open the “Auto Grouping” menu and set it in the following way: 

  • Auto grouping: Manual;
  • Manual ticks: 1; 
  • Group mode: Fixed. 

On the other hand, if you’re going to chart something less liquid like the NQ, it’s advisable to set the same “Auto grouping” function on “Automatic“. This way, the platform automatically aggregates the exchanged volume over multiple ticks, showing a cleaner vision over the flow. 

Plot settings – how to set the imbalances thresholds

To obtain the classic Bid/Ask split with a light highlight on the background, it suffices to set the “Boxstyle visual and then proceed with customising the imbalances trigger values by opening the “Background” menu.  

In the shown layout, I wanted to highlight the imbalances within the 200-300% range and distinguish them from those higher than 300% with a different coloured highlight. To do that, it suffices to set the “Background” sub-menu in the following way: 

  1. Colour mode: set “Multiple colours“. This mode enables the manual setting of the imbalances over multiple trigger values. 
  2. Colour calculation: Imbalance.
  3. Min. Vol. Diff. for imbalance: Here, you’re going to set the minimum threshold for the imbalances highlighted under the first user-defined range. Set “200” if you want to set a minimum point of 200%.
  4. Range defining: set “User-defined” to enable the multiple threshold user-defined ranges visible on the right side menu.
  5. Range settings:
    1. First range: “Enabled“. This colour scheme refers to the minimum threshold defined under step 3.   
    2. Second range: “Enabled“. Set value: 300 to highlight the imbalances with a magnitude over 300% with the shown colour scheme. 

This way, the indicator is going to show the imbalances between 200% and 300% with a light grey highlighted background. Instead, the ones with a magnitude over 300% will be highlighted with a blue or red background, depending if the imbalance points toward the Ask or the Bid side. 

The third option (Range defining => User-defined) enables manually setting the threshold value of the imbalances that the trader desires to highlight for then determining the related colour scheme. 

If one wants to enable the third and the fourth range as well, it would be possible to define a different colour scheme to be applied for the imbalances with a magnitude over 400% (or any other desired value), making the degree of personalisation quite varied. 

Price chart and candlesticks settings

Chart background

To personalise the chart background and the numbers on the X and Y axis, it suffices to right-click on a random point of the chart, then select “Proprieties” and set the Chart Area as you like. 

Candlesticks customisation

To modify the candle’s body and the outline, you have to open the indicators tab and then change the “Price” settings. You’ll see quite a straightforward pop-up menu.

Centred Footprint candlestick body

You probably noticed that in the previous article, I proposed a Footprint Chart with the actual candlestick set between the Bid and the Ask columns. 

To achieve the same aesthetical outlook you’ll have to open the Order Flow Analyzer indicator settings, scroll down to “Bar Style“, and open the relative sub-menu for then set the following values:

  • Outside bar style: Candle; 
  • Marker alignment: Center;
  • Bar marker width: 1


If you followed along, you now should be staring at something identical to the example reported at the beginning of the article.

VolSys offers a great degree of customisation for Footprint candles as well as many other indicators. I encourage you to experiment with different customisations by using multiple imbalance triggers thresholds until the next instalment of “The DayTrader’s Toolbox”.