Are filled limit orders included in footprint / volume ladder charts?

June 12th, 2013, 07:43 AM

Last evening i searched with google but i couldn't find the answer to my question.

I was wondering if filled limit orders are included in footprint / volume ladder charts?

For example when price hits a good level i can see a response (spike) on my 1 minute chart, but my footprint chart (5 range) shows no noticeable orders count in the bar.

I always found this a curious thing. Is there maybe another explanation for this behavior?

June 13th, 2013, 07:54 AM

Just to answer my own question:
nope, filled limit orders are not visible in the footprint. But with a little bit of experience you can guess were big limit orders are placed and you can confirm it by just looking how price moves on a lower tf.

Are filled limit orders included in footprint / volume ladder charts?

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Are filled limit orders included in footprint / volume ladder charts?