01 Chart and aggregation questions
How is the aggregation interval chosen for a footprint chart?
The interval is selected on the chart panel before any indicator is drawn. For a time-aggregated footprint a value of 30 minutes is a common default on an index instrument; tick aggregation is often set between 1000 and 2000 ticks per bar; volume aggregation typically uses a round number such as 5000 contracts per bar. The choice determines how many prints collapse into a single cell and therefore how coarse the resulting ladder appears.
Can two panels share one data set at different intervals?
Yes. Each chart panel carries its own aggregation setting while reading from the same local tick store. A 5-minute panel and a 30-minute panel can be displayed side by side, and both will resolve prints against the same underlying data, so the totals remain consistent between the two views. Only the grouping differs.
02 Cluster and footprint questions
What is the difference between bid by ask and total volume cluster modes?
Bid by ask splits every price level into two columns: the left column holds volume executed at the bid and the right column holds volume executed at the ask. Total volume merges both sides into a single number per level. The split mode is useful for reading short-term pressure inside a bar, while the merged mode is faster to scan when the analyst cares only about where size accumulated.
How is a diagonal imbalance ratio set?
The ratio is configured as a percentage in the cluster settings. A value of 300 percent means a cell must exceed its diagonal neighbour by three to one before it is flagged. Many desks also set a minimum volume floor, for example 100 contracts, so that thin cells are not highlighted. Lowering the ratio to 200 percent increases the number of flagged cells; raising it to 400 percent restricts the highlights to the strongest asymmetries.
03 Replay and historical data questions
How deep should local tick history be kept for replay?
Retention depends on the study window. A desk that reviews the last ten sessions needs roughly two calendar weeks of tick history; a desk that builds composite profiles across months needs a longer span. Storage grows linearly with the number of symbols multiplied by the retained days, so a symbol list of twenty instruments retained for thirty sessions is a realistic upper bound for a single analyst machine.
How is replay speed controlled?
Replay is driven by a speed control that scales the event clock. Common settings are one times, five times and twenty times real time. The selected speed applies to the whole replay session, and the position can be advanced bar by bar using keyboard shortcuts. Because replay reads from the same local store as live charts, an indicator added during replay behaves exactly as it does on a live panel.
04 Workspace and layout questions
How are workspaces moved between machines?
A workspace file collects panel geometry, the indicator set attached to each panel, colour rules and the saved symbol list. Copying that file to another machine reproduces the arrangement, provided the destination machine holds the same symbols and the same aggregation defaults. Layouts can also be saved under named templates so that several arrangements coexist on one desk.
Why does a panel open empty after a layout transfer?
The usual cause is a symbol-name mismatch. If the source machine used one contract naming convention and the destination uses another, the panel resolves to a symbol that has no local data and renders blank. Confirming the symbol list on the destination machine, and re-adding the instrument if needed, restores the display within a few seconds.
| Parameter | Common value |
|---|---|
| Saved templates per desk | 3 to 6 |
| Panels in a review layout | 4 |
| Default aggregation | 30 minutes |
| Retained sessions for replay | 10 to 30 |
05 Depth and tape questions
How is depth aggregation configured in the Smart DOM?
Depth aggregation is a per-column setting. A step of one shows every price level; a step of four groups four consecutive levels into a single row. Cumulative columns then sum from the best price outward across the grouped rows. Pull and stack detection uses a short rolling window, for example 750 milliseconds, to mark orders that disappear and return.
How can tape prints below a size floor be suppressed?
The tape filter applies a minimum print size, expressed in contracts. Setting a floor of 25 contracts hides small executions while keeping larger ones visible; raising the floor to 100 contracts restricts the tape to the largest prints. An aggregation window can also merge prints that arrive within a short interval, which reduces visual noise during busy periods without discarding the underlying volume.
No answer on this page depends on a hidden panel: every question is followed by its full text so that the page prints and reads linearly.