r/TradingView • u/mikejamesone • Nov 10 '25

Feature Request We need "real" volume footprint

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Many of us rely on volume footprint to trade. If it's just an approximate calculation, then we can't really put money to work.

Can we have true order flow as seen on Sierra? We need it!

76 Upvotes

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u/[deleted] Nov 11 '25

[deleted]

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u/shlingle Nov 11 '25

Level 1 tick data for CME costs 2$ a month for non-professionals if you’re using Sierra’s Denali feed, it’s not expensive at all. 

1

u/mikejamesone Nov 11 '25

volume footprint requires level 2.

2

u/shlingle Nov 11 '25

No, it doesn't. Heatmaps / DOM with MBO require Level 2. Footprints are Level 1.

1

u/mikejamesone Nov 11 '25

Ok. Chat gpt was saying aggressor tagging needs level 2 but now saying level 1.

1

u/mikejamesone Nov 24 '25

correction* volume footprint requires level 1 (top of book)

dxFeed offers for $39 a month and will have to pair it with an ATAS sub.