Order flow
What is a Market Imbalance on a Footprint chart and how does it identify aggressive institutional participation?
By Easy Money Scanner · Educational reference · Not investment advice
The short answer
A footprint market imbalance occurs when buy or sell volume at adjacent diagonal price levels exceeds a set ratio, suggesting one side aggressively overwhelmed the other.
How it works
Traders flag stacked imbalances as potential institutional footprints, though imbalance thresholds are arbitrary settings chosen by the platform user, not an exchange standard.
An example
300 buys vs 50 sells at one price level.
Risk & limitations
Imbalance does not guarantee continuation or institutional origin.
Examples are hypothetical, not trade recommendations. US contract and regulatory references do not automatically apply in Canada. Rules, margin requirements and broker policies can change; confirm them with the relevant authority and your broker.