LessonsIndicator atlasFlow: who is aggressive
Footprint: Bid × Ask, Delta, Volume
Inside the candle: how much aggressors bought and sold at each price level.
How we compute it
From the Hyperliquid trade tape recorded by the desk: every trade has an aggressor side (a buy lifting the ask or a sell hitting the bid). The Bid × Ask style shows both numbers, Delta their difference, Volume their sum. Candles without a full tape are marked as partial.
How to read it
- Where the candle's volume was (framed POC): at the bottom, in the middle, at the top.
- Who was aggressive at the extremes: buying at the top of a rising candle versus the selling that stopped it.
- Empty or small cells at the edge of a candle (no trading on one side) mean a finished auction; both sides at the edge mean an unfinished auction.
Traps
- The footprint describes the candle's past. Without location (levels, profile, VWAP) it is easy to see anything in it.
- Tape history only goes back as far as the desk's recording.
Combine with
- With open interest: aggression with rising OI means new positions, with falling OI closing.
- With levels: a footprint at a value edge says more than one in the middle of the range.
In Charts
Footprint view and the Bid × Ask, Delta and Volume styles above the chart
The figure from a real market slice, the exercises and the Charts workstation button are in the Lessons tab.