Order Flow: Footprint, CVD & Time and Sales

Order Flow shows the trades that actually executed inside each candle, so you can see who was buying and selling at every price. It includes a footprint chart, CVD and Time & Sales.

What Order Flow includes

Tool	What it shows
Footprint chart	Executed volume at every price inside each candle, split into bid and ask
CVD (Cumulative Volume Delta)	A running total of buying minus selling pressure
Time & Sales	The tape of individual trades, replayed candle by candle
Markers	Imbalances, stacked imbalances, Point of Control, Value Area, zero prints and absorption lines on the footprint

Order Flow works with Bar Replay and in multi-chart layouts.

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Where Order Flow is available

• New Chart, backtesting sessions only. Order Flow uses replayed historical data, not live market data.
• Selected futures assets, on the Pro plan. Order Flow works only on futures, and futures are part of the Pro plan. Other assets, such as EUR/USD, don't show the Order Flow option. You can request an asset from the session screen. See which markets each plan includes on fxreplay.com/markets.
• Time-based intervals: second, minute, hour and daily. Range and tick charts aren't available.
• Desktop. Mobile isn't supported yet.

Order Flow is being rolled out gradually, so you may not see it on your account yet. We'll keep this article updated as the rollout continues.

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Turn on Order Flow

1. Create a backtesting session on the New Chart with a supported futures asset, for example NQ1.
2. Choose a second, minute, hour or daily interval.
3. Click Order flow in the toolbar at the top of the chart, next to Indicators. The Order flow panel opens on the left.
4. Turn on Footprint, CVD or Time & Sales with the switch on its row.

To change a tool's settings, click the settings icon on its row, or right-click the row. In the Footprint settings you choose what each cell shows (Bid × Ask, Delta, Volume or Profile) and how rows are grouped. Automatic grouping follows your zoom; a manual setting fixes the number of ticks per row.

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Read the footprint

Term	Meaning
Bid volume	Volume traded at the bid: a seller crossed the spread. Selling pressure.
Ask volume	Volume traded at the ask: a buyer crossed the spread. Buying pressure.
Delta	Ask volume minus bid volume. Positive means buyers were more aggressive at that price.
Point of Control	The price with the most volume in the candle
Value Area	The price range holding 70% of the candle's volume (you can set 50%–95%)
Zero print	A price where only one side traded

Bid and ask show who crossed the spread, not resting orders. A large bid number means a lot of volume was sold into that price.

Row grouping changes what you see. At 4 ticks per row, four prices are merged and their volumes added, so the same candle can look different and different markers can appear.

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Imbalance and absorption markers

Both are off by default.

Imbalances: turn on Highlight imbalances and at least one tier (3×, 4× or 5× by default). FX Replay compares diagonally: buying at a price against selling one row below, and selling at a price against buying one row above. Three or more imbalanced rows in a row are marked as stacked.

Absorption: turn on Mark absorption. A line marks a price where one side kept getting filled at the candle's high or low and price then moved away. Absorption threshold (3.0× by default) controls how strict it is; raising it shows fewer lines.

Absorption shows up mostly on lower timeframes. On 1-hour and daily charts it rarely or never marks, and that's expected.

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CVD and Time & Sales

CVD resets Daily by default, from the session open. You can switch to Weekly or Regular hours under Zero the total, and plot it as a line or candlesticks. If your CVD doesn't match another platform, check that both reset at the same time.

Time & Sales limits replay to 5× speed and 10-minute steps while it's on, so the tape stays readable. Turn Time & Sales off to use the full speed range again.

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