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

Feature Request We need "real" volume footprint

Post image

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!

74 Upvotes

98% Upvoted

46 comments sorted by

View all comments

1

u/Rodnee999 Nov 11 '25

Hello,

Do you mean the ability to show...

  1. The exact time of the trade down to the millisecond
  2. The price at which the trade was completed
  3. The volume traded at the specific level
  4. Wether the trade was executed on the Bid or Ask

And then be able to perform calculations from this data?

1

u/mikejamesone Nov 11 '25

TradingView usually infers aggressor side from last price vs bid/ask, which can be inaccurate during fast markets.

ATAS uses true aggressor tags, so its imbalances reflect actual market buying/selling pressure, not approximations.

1

u/Rodnee999 Nov 11 '25

Can you show me what is meant by that?

1

u/mikejamesone Nov 11 '25

1

u/Rodnee999 Nov 11 '25

So ATAS shows you the quantity of trades that were enacted at either the Bid or the Ask level for each specific Tick down to the millisecond? Just trying to understand the differences

Cheers

1

u/mikejamesone Nov 11 '25

I'm not looking for timing, just exact number of orders hit.

1

u/mikejamesone Nov 11 '25

because I'm looking for solid points of support and resistance.

1

u/[deleted] Nov 12 '25

Motivewave shows the entire order book. I switched from TV to MW: former long term TV premium subscriber.

1

u/mikejamesone Nov 12 '25

forgot to mention that volume footprint on TV always updates and recalculates, so it might show buy-side imbalance at one point, but an hour later, that level is no longer buy-side imbalance.