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Platforms that show order flow

Lesson 25 · about 9 min

Order flow tools need three things a normal charting package does not: a live data feed that includes bid/ask classification for every trade, a DOM that updates at full speed, and a chart type (footprint) that stores volume per price per bar. Not every platform has all three, and some popular ones have none. This lesson surveys the main options honestly, without recommending one, because the right choice depends on your product, budget and operating system. Features and pricing change; verify everything against the vendor's current site before paying.

What to look for

Capability Why it matters Questions to ask
Footprint (bid × ask per price per bar) Core of Module 3 Volume, range and delta bar types? Imbalance highlighting with adjustable ratio and minimum?
DOM with volume columns Core of Module 2 Shows traded-at-price and traded-since-arrival? Can you trade from it?
Volume profile Core of Module 4 Session, composite and custom-range profiles? Value area computed?
Cumulative delta Module 3, lesson 4 Resettable per session? Plottable as a chart?
Replay Practice without risk Tick-level replay with the DOM and footprint, not just candles?
Data compatibility Everything Which feeds does it accept for your product?
Operating system Practical Windows only, or Mac and web too?

The replay row is underrated. Most of this course's exercises assume you can replay a session at tick resolution and pause at levels. A platform without tick replay makes practice slow and expensive.

The main platforms

Sierra Chart. Windows. A long-established, dense, fast platform used heavily by futures order flow traders. Strong footprint ("Numbers Bars"), DOM, volume profile, cumulative delta and tick replay. The interface is utilitarian and the learning curve is steep; the documentation is thorough but assumes patience. Sold as a monthly subscription in tiered packages; the data feed is separate or bundled depending on the package. If you trade futures and can tolerate the interface, it is the reference point most others are compared to.

Bookmap. Windows, Mac (and a web version for some markets). Built around a heatmap of the order book over time: resting liquidity is drawn as colour intensity behind price, so you can see size adding, pulling and being consumed as a picture rather than a flickering ladder. This makes Module 2's concepts unusually visible. Also has footprint-style volume dots, cumulative delta and replay. Offered in tiers, including a free or low-cost tier for some crypto data; futures with full depth require paid tiers and a depth feed.

Jigsaw Daytradr. Windows. Focused specifically on the DOM and tape, with a strongly opinionated design around reading the ladder and a related training programme. Includes footprint-style summaries, cumulative delta and replay. Less of a general charting package; often run alongside another platform for profiles.

NinjaTrader. Windows. A widely used futures platform with a free tier for charting and simulation when connected to a compatible data feed, and paid tiers that unlock order flow tools (its "Order Flow +" suite: footprint, volume profile, cumulative delta, DOM columns). Large third-party ecosystem of indicators. Replay is available. Because it doubles as a brokerage, many traders use it as an all-in-one.

ATAS. Windows, with a crypto-oriented web version. Broad set of order flow tools: footprint with many display modes, DOM, profiles, cumulative delta, a range of "smart tape" filters. Popular in the crypto and European futures communities. Subscription pricing with several tiers.

Exocharts. Web-based, crypto-first. Footprint, volume profile and delta tools for crypto perpetuals and spot on major exchanges, with the venue-specific caveats from Module 2 in mind. Useful for crypto traders who want order flow tools without a Windows machine. Subscription.

TradingView. Web and desktop. Excellent general charting, volume profile on paid plans, and a DOM when connected to a supporting broker. It does not provide a true bid/ask footprint or tick-level cumulative delta, because its data model does not store per-trade aggressor side; community scripts that claim to show "delta" on TradingView are estimating it from candle shape, which is not the same thing. It is a fine place for Module 4 and for structure, and the wrong place for Modules 2 and 3.

The difference between stored and estimated is not subtle:

  True footprint (per-trade side stored)     Estimated "delta" (from candle shape)
  Price   | Bid  x  Ask                       Bar: open 5001.00, close 5002.50
  5002.50 |  35  x   3   <- finished high     range 5000.75 to 5002.75
  5002.25 | 180  x  95                        volume 2,140
  5002.00 | 620  x 410   <- absorption        "delta" = share of range closed up
  5001.75 | 240  x 130                                = about +1,300 (a guess)
  Delta: −457 (measured)                      No per-price detail; no absorption visible

The estimated version gives a positive number for a bar whose measured delta was strongly negative, because the bar closed in its upper half. Every read in Module 3 depends on the left-hand column.

Key idea: A platform either stores the aggressor side of every trade or it does not. If it does not, its "delta" is an estimate and its footprint is a picture. Ask that question first; everything else is preference.

A comparison at a glance

Platform OS True footprint DOM with volume Profile Tick replay Crypto Futures
Sierra Chart Windows Yes Yes Yes Yes Some Yes
Bookmap Win, Mac, web Yes (dots) Heatmap Yes Yes Yes Yes
Jigsaw Daytradr Windows Summary Yes, central Limited Yes Limited Yes
NinjaTrader Windows Paid tier Paid tier Paid tier Yes Some Yes
ATAS Windows, web Yes Yes Yes Yes Yes Yes
Exocharts Web Yes Limited Yes Limited Yes No
TradingView Web, desktop No Broker-dependent Paid plans Bar replay only Yes Yes

"Yes" in this table means the capability exists, not that it is best-in-class, and tiers change. Treat it as a starting list for your own checking.

Choosing

Three practical rules:

  1. Match the platform to the product. Futures traders have the most choice. Crypto traders should confirm the platform connects to their exchange with real trade-side data. Stock traders need a feed with consolidated volume and should expect the fragmentation caveats from Module 2.
  2. Start with the cheapest tier that has a true footprint and tick replay. You can learn everything in this course on that. Upgrades can come from a log that shows you are using the tool profitably.
  3. Stay on one platform for at least three months. Every platform draws the footprint slightly differently, and switching resets your eye. The skill is in the reading, not the software.

Try it: Pick two platforms from the list that support your product and operating system. For each, find the answer to three questions on the vendor's site: does it store bid/ask per trade, does it have tick-level replay, and what is the cheapest tier with both? Write the answers down with the date. That is your shortlist.

Recap

  • Order flow needs a feed with aggressor side per trade, a full-speed DOM and a footprint chart; tick replay is essential for practice.
  • Sierra Chart, Bookmap, Jigsaw, NinjaTrader, ATAS and Exocharts all provide true order flow tools with different strengths, operating systems and pricing.
  • TradingView is strong for charts and profiles but does not store per-trade aggressor side; its delta and footprint alternatives are estimates.
  • Match the platform to your product, start on the cheapest tier with a true footprint and replay, and stay put for months.
  • Verify features and pricing on the vendor's site; they change.

See it drawn

Original diagrams for the ideas on this page. Illustrative, not real market data.

How a call option's delta changes with the underlying priceAn S-shaped curve rising from zero, passing through about a half at the strike, and flattening near one.Delta of a call option1.000.5008090110120Out of the moneyAt the moneyIn the money1.00 means it moves one-for-one with the stockdelta ≈ 0.50 at the strikeStrike 100Underlying price
Delta across the range of prices. Delta says how much a call's price moves for a one-point move in the stock. Far below the strike it is near 0 and the option barely reacts; at the strike it is about 0.50; far above it approaches 1 and tracks the stock.
A volume profile beside a price chartA price line on the left and, on the right, horizontal bars showing how much volume traded at each price; the longest bar marks the point of control and a shaded band marks the value area.52.051.050.049.0timePRICE OVER TIMEVOLUME AT EACH PRICEVALUE AREAwhere most ofthe volume tradedPOCthe single pricewith the mostvolumeLonger bars mean more shares changed hands at that price.
Volume profile, point of control and value area. Turn the chart on its side and count how much traded at each price instead of at each moment. The longest bar is the point of control, and the shaded band around it is the value area where most of the session's business was done.
A range beside a trendOne chart swinging between a flat floor and ceiling, another stepping upwards inside a pair of sloping lines.Range-boundresistancesupportprice bounces between two levelsTrendingthe trend channelhigher highs and higher lowsA range has two flat edges; a trend has two sloping ones.
Range versus trend. On the left price keeps bouncing between the same floor and ceiling, which is a range. On the right each high and each low is higher than the last, inside a pair of sloping lines called a channel.