IFootprintBar / ISession

IFootprintBar represents a single footprint bar with per-price-level bid/ask volumes, delta, imbalance, absorption, and bar statistics. ISession extends IFootprintBar with session-level aggregations.

Namespace: MZpack Inheritance: IFootprintBar : IModelItem, IBaseVisual Source: MZpackBase/mzFootprint/IFootprintBar.cs

OHLC and Time Properties

Property	Type	Description
`Open`	`double`	Bar open price
`Close`	`double`	Bar close price
`Hi`	`double`	Bar high price
`Lo`	`double`	Bar low price
`Time`	`DateTime`	Bar close time
`OpenTime`	`DateTime`	Bar open time
`BarIdx`	`int`	Bar index in the chart
`RangeTicks`	`int`	Bar range in ticks
`RangeLevels`	`int`	Number of price levels in the bar
`DurationMs`	`double`	Bar duration in milliseconds
`IsFirstBarOfSession`	`bool`	Whether this bar starts a new session

Volume and Delta Properties

Property	Type	Description
`Volume`	`long`	Total volume
`BuyVolume`	`long`	Buy (ask) volume
`SellVolume`	`long`	Sell (bid) volume
`Delta`	`long`	Delta (BuyVolume - SellVolume)
`POC`	`double`	Point of Control price
`POCVolume`	`long`	Volume at POC
`POCVolumes`	`long[]`	POC volumes for left/right footprint
`VAH`	`double`	Value Area High
`VAL`	`double`	Value Area Low
`TradesNumber`	`long`	Number of trades
`TradesNumbers`	`SortedDictionary<double, int>`	Trade count per price level
`Session`	`ISession`	Parent session

Per-Level Data

Property	Type	Description
`Volumes`	`SortedDictionary<double, long>`	Total volume at each price level
`BuyVolumes`	`SortedDictionary<double, long>`	Buy volume at each price level
`SellVolumes`	`SortedDictionary<double, long>`	Sell volume at each price level
`Deltas`	`SortedDictionary<double, long>`	Delta at each price level

Advanced Delta Properties

Property	Type	Description
`MinDelta`	`long`	Minimum delta reached during bar
`MaxDelta`	`long`	Maximum delta reached during bar
`DeltaPercentage`	`double`	Delta as percentage of volume
`AbsoluteDeltaAverage`	`long`	Average absolute delta per level
`DeltaCumulative`	`long`	Cumulative delta from session start
`DeltaChange`	`long`	Delta change from previous bar
`DeltaRate`	`long`	Delta rate of change
`COTHigh`	`long`	COT value at bar high
`COTLow`	`long`	COT value at bar low
`RatioNumbers`	`double`	Ratio of buy to sell trade counts
`UnfinishedAuctionHigh`	`double`	Unfinished auction at high
`UnfinishedAuctionLow`	`double`	Unfinished auction at low

Imbalance and Absorption

Property	Type	Description
`Imbalances`	`SortedDictionary<double, long>[]`	Imbalance levels [0]=buy, [1]=sell
`BuyImbalanceCount`	`int`	Number of buy imbalance levels
`SellImbalanceCount`	`int`	Number of sell imbalance levels
`Absorptions`	`SortedDictionary<double, long>[]`	Absorption levels [0]=buy, [1]=sell
`BuyAbsorptionCount`	`int`	Number of buy absorption levels
`SellAbsorptionCount`	`int`	Number of sell absorption levels
`ImbalanceSRZones`	`IBarSRZones`	Imbalance-based S/R zones
`AbsorptionSRZones`	`IBarSRZones`	Absorption-based S/R zones

Predicted Values

These properties extrapolate current bar data to estimate final values:

Property	Type	Description
`VolumePredicted`	`long`	Predicted total volume
`BuyVolumePredicted`	`long`	Predicted buy volume
`SellVolumePredicted`	`long`	Predicted sell volume
`DeltaCumulativePredicted`	`long`	Predicted cumulative delta
`TradesNumberPredicted`	`long`	Predicted trade count
`VolumePerSecond`	`double`	Current volume rate
`VolumePerSecondPredicted`	`double`	Predicted volume rate

Bar Direction Methods

Method	Return Type	Description
`IsBullish()`	`bool`	Close > Open
`IsBearish()`	`bool`	Close < Open
`IsDoji()`	`bool`	Close == Open

Example: Iterate Over Footprint Levels

IFootprintBar bar = footprint.FootprintBars[CurrentBar];

// Read each price level
foreach (double price in bar.Volumes.Keys)
{
    long totalVol = bar.Volumes[price];
    long buyVol = bar.BuyVolumes.ContainsKey(price) ? bar.BuyVolumes[price] : 0;
    long sellVol = bar.SellVolumes.ContainsKey(price) ? bar.SellVolumes[price] : 0;
    long delta = bar.Deltas.ContainsKey(price) ? bar.Deltas[price] : 0;
}

// Check imbalance levels
if (bar.BuyImbalanceCount >= 3)
{
    // Stacked buy imbalances — aggressive buying
    foreach (var kvp in bar.Imbalances[0]) // [0] = buy side
    {
        double price = kvp.Key;
        long volume = kvp.Value;
    }
}

ISession

ISession extends IFootprintBar with session-level aggregated data. A session represents a full trading session (defined by Trading Hours) and inherits all footprint bar properties — its Volume, Delta, POC, etc. are aggregated across all bars in the session.

Inheritance: ISession : IFootprintBar Source: MZpackBase/mzFootprint/ISession.cs

Session-Specific Properties

Property	Type	Description
`BeginTime`	`DateTime`	Session start time
`EndTime`	`DateTime`	Session end time
`BeginBarIdx`	`int`	First bar index in the session
`EndBarIdx`	`int`	Last bar index in the session
`POCs`	`SortedDictionary<int, double>`	Developing POC by bar index
`VAHs`	`SortedDictionary<int, double>`	Developing VAH by bar index
`VALs`	`SortedDictionary<int, double>`	Developing VAL by bar index
`DeltasCumulative`	`SortedDictionary<int, long>`	Cumulative delta by bar index

Example: Read Session Data

ISession session = footprint.GetSession(DateTime.Now);

// Session-level aggregates (inherited from IFootprintBar)
double sessionPOC = session.POC;
double sessionVAH = session.VAH;
double sessionVAL = session.VAL;
long sessionDelta = session.Delta;
long sessionVolume = session.Volume;

// Developing POC history
foreach (var kvp in session.POCs)
{
    int barIdx = kvp.Key;
    double pocAtBar = kvp.Value;
}

OHLC and Time Properties​

Volume and Delta Properties​

Per-Level Data​

Advanced Delta Properties​

Imbalance and Absorption​

Predicted Values​

Bar Direction Methods​

Example: Iterate Over Footprint Levels​

ISession​

Session-Specific Properties​

Example: Read Session Data​

See Also​