get_footprint_chart
Compute a footprint chart from real tick data to reveal bid/ask volume at each price level per candle, and detect absorption, order imbalance (>3:1), and delta exhaustion.
Instructions
Compute footprint chart for a symbol: bid/ask volume at each price level per candle, detecting absorption (sellers absorbed at support), imbalance (>3:1 ratio), and delta exhaustion. Uses real Databento tick data.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| bars | No | Number of bars to compute | |
| symbol | Yes | ||
| tick_data | No | Optional: provide raw tick data array; otherwise fetches from Databento | |
| timeframe | No | Bar timeframe: 1min, 5min, 15min, 1hour | 5min |