TradingView makes volume footprints available in Pine scripts
TradingView today announced that Pine scripts now support volume footprints, giving its users direct access to detailed order flow inside each price bar.
This update allows TradingView users to build custom footprint indicators, extract precise volume metrics, and analyze intrabar activity without relying on lower-timeframe workarounds.
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.
In order to use these footprint features, you will need to have a Premium or Ultimate plan.
