Volume footprints are now available in Pine scripts

Pine scripts now support volume footprints, giving you direct access to detailed order flow inside each price bar.

This update allows you to build custom footprint indicators, extract precise volume metrics, and analyze intrabar activity without relying on lower-timeframe workarounds.

Why use footprints in Pine?

Footprint requests allow you to instantly unlock advanced intra-bar data and map structurally important order flow levels, such as:

• Granular volume splits: Exact “buy” (ask) and “sell” (bid) volume totals for the entire bar and at specific price levels
• Precise volume delta: The specific difference between buying and selling pressure
• Key auction levels: Immediate access to the bar’s Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL)
• Imbalances: Data on buying and selling imbalances at specific price rows

By combining request.footprint() with your custom scripts, you can programmatically monitor deep order flow data while staying focused on strategy and execution.

How footprints and data structures work

The request.footprint() function is the core tool used to request volume footprint information for the current bar. When called, it returns a footprint object, which contains all retrieved volume footprint data for that specific bar.

The data is organized into two primary structures:

• Footprint Objects: These allow you to access a bar’s overall metrics. By using footprint.*() functions, you can retrieve data such as total buy volume, total sell volume, and volume delta.
• Volume_row Objects: These represent specific price rows within the footprint, such as the Point of Control (POC) or Value Area boundaries. By using volume_row.*() functions, you can retrieve a specific row’s price levels, volume values, volume delta, and imbalances.

Note: if no footprint data is available for a given bar, the request.footprint() function will return na.

Always ensure your script checks that the returned object is not na before attempting to extract metrics using footprint.*() or volume_row.*() functions.

Usage example

Below is a streamlined script demonstrating how to request the footprint and access its underlying data points:

//@version=6
indicator("Footprint Data Highlight", overlay = true)

// Request the footprint object for the current bar (100 ticks per row, 70% Value Area)
footprint reqFootprint = request.footprint(100, 70)

// We use a block to ensure we only process data when the footprint is available
if not na(reqFootprint)
    // 1. Access overall bar metrics from the `footprint` object
    float totalBuyVol = reqFootprint.buy_volume()
    float totalSellVol = reqFootprint.sell_volume()
    float volumeDelta = reqFootprint.delta()

    // 2. Retrieve a specific `volume_row` object (the Point of Control)
    volume_row pocRow = reqFootprint.poc()

    // 3. Access specific price values from the `volume_row` object
    float pocUpperPrice = pocRow.up_price()
    float pocLowerPrice = pocRow.down_price()

// --- USING THE VARIABLES ---

// Use Buy/Sell Volume and Delta in a label
    if barstate.islast
        label.new(bar_index, high, 
               text = "Buy: " + str.tostring(totalBuyVol, format.volume) + 
               "\nSell: " + str.tostring(totalSellVol, format.volume) + 
               "\nDelta: " + str.tostring(volumeDelta, format.volume),
               color = color.new(color.blue, 20), 
               textcolor = color.white,
               style = label.style_label_down)

    // Use POC prices to highlight the POC area on the chart
    linefill.new(
               line.new(bar_index, pocUpperPrice, bar_index[1], pocUpperPrice, color = color.orange),
               line.new(bar_index, pocLowerPrice, bar_index[1], pocLowerPrice, color = color.orange),
               color.new(color.orange, 80))

// Plotting the volume delta on a separate pane (if moved to non-overlay) 
// or as a reference value in the Data Window
plot(not na(reqFootprint) ? reqFootprint.total_volume() : na, "Volume Delta", display = display.data_window)

Please note that in order to use these footprint features, you’ll need to have a Premium or Ultimate plan.

To stay updated on the latest improvements to the Pine Script® experience, keep an eye on the User Manual’s Release notes.

We hope you find these features as useful as we think they’ll be, and please do keep sending us your feedback and suggestions so we can make the platform the best it can be. We build TradingView for you, and we’re always keen to hear your thoughts.

Team TradingView