Futures platform tutorial

Sierra Chart Numbers Bars: A Practical 6E Setup Guide

Sierra Chart gives futures traders unusually deep control over chart data, order flow, replay, and execution. This guide turns its Numbers Bars study into a clean Euro FX footprint you can read without confusing traded volume with resting liquidity.

Build the 6E footprint Open the official Numbers Bars manual

Primary viewBid volume × ask volume

Data settingIntraday records at 1 tick

Practice modeChart Replay + simulation

6E · 5 MINNUMBERS BARS

Price	08:30	08:35	08:40
1.16420	14 × 38	11 × 52	19 × 25
1.16415	31 × 46	18 × 77	36 × 42
1.16410	54 × 41	63 × 81	48 × 55
1.16405	72 × 17	44 × 39	52 × 34
1.16400	49 × 10	23 × 28	37 × 21
Delta	-64	+142	-15

Illustrative footprint—not live market data. Green and red cells show how selected imbalances can be made easy to spot.

Start with the platform

What Sierra Chart Actually Is

Sierra Chart is a downloadable desktop charting and trading platform with real-time and historical charts, live and simulated trading, automated studies, a DOM, and direct support for futures-market data services. It is built for control, not instant simplicity.

Strong fit

You want precise data and order-flow control

Numbers Bars, tick-by-tick storage, replay, custom studies, chart DOMs, and deep configuration are the point.

Weak fit

You want a platform that configures itself

The menus are dense, data choices matter, and a bad setting can make a sophisticated chart misleading.

Cost note: Numbers Bars require a Sierra Chart service package with Advanced features. Real-time exchange data and its fees can be separate, so check the current package comparison before subscribing.

Clean setup first

Build a Readable 6E Numbers Bars Chart

Do the data work before touching colors. A footprint built from coarse or incomplete records can look convincing while showing the wrong bid-versus-ask detail.

One-tick storage

Maximum accuracy starts with intraday records stored at one tick.

Active contract

Open the current Euro FX contract supplied by your connected data service.

Bid/ask trade volume

The history must identify volume executed at the bid and at the ask.

Store intraday data at one tick

Open Global Settings > Data/Trade Service Settings. Under Common Settings, set Intraday Data Storage Time Unit to 1 Tick. If the symbol was already downloaded at a coarser interval, Sierra's documentation says to use Edit > Delete All Data and Download once after changing the setting.
Open the active Euro FX intraday chart

Choose File > Find Symbol, select the active Euro FX futures contract for your data service, then choose Open Intraday Chart. Do not blindly copy somebody else's symbol: Sierra symbol formats vary by service.
Keep the first chart light

In Chart > Chart Settings, verify the symbol's tick size and begin with a small Days to Load value such as 7. Numbers Bars process every price level inside every bar, so loading months of tick data while learning only slows the chart down.
Add the Numbers Bars study

Go to Analysis > Studies, select Numbers Bars, choose Add, then open Settings. Set Column 1 text to Bid Vol x Ask Vol, set Columns 2 and 3 to No Text, and use Volume Profile as the background type for a clean first layout.
Make the numbers readable

Apply the study, then use the Up Arrow to increase horizontal bar spacing. If price levels overlap, adjust or reset the price scale. Save the chartbook once the layout is clean.
Add bar delta and totals

Return to Analysis > Studies and add Numbers Bars Calculated Values. In Subgraphs, keep only the rows you will actually use—for example Ask Volume minus Bid Volume, total volume, and point-of-control volume—and set the rest to Ignore.

Optional visual filter

Highlight a 4:1 Diagonal Imbalance

Sierra's Numbers Bars documentation includes a 4.0, or 400%, example that makes only the strongest configured ratio stand out. It is a display choice, not a universal trade signal.

Text: Bid Vol x Ask Vol
Background: Volume Profile
Coloring method: Based on Diagonal Dominant Side AskVol/BidVol Percentage
Percent thresholds: 0, 0, 4

Read what traded, not what you hoped

What the Numbers Do—and Do Not—Tell You

Bid volume

Trades executed at the bid

This is completed selling activity at that price, not the number of resting buy orders waiting in the book.

Ask volume

Trades executed at the ask

This is completed buying activity at that price, not proof that a specific institution entered.

Bar delta

Ask volume minus bid volume

Delta describes the balance of executed aggression in the bar. It does not guarantee the next move.

Diagonal comparison

Opposing volume one tick apart

The comparison helps isolate where one side traded at a much larger ratio than the opposing side nearby.

The useful part

Use Numbers Bars at a price level you already care about

A large imbalance in the middle of nowhere is just a large imbalance. Start with session highs and lows, prior reaction levels, and rollover-aware liquidity, then use the footprint to judge the response. The companion 6E order-flow guide covers that reading process.

Practice without live risk

Run the Setup Through Chart Replay

Sierra Chart can replay an intraday chart while Trade Simulation is active. That gives you a controlled way to learn the footprint before attaching money to every colored cell.

Open the intraday chart and scroll back to the session you want to study.
Choose Chart > Replay Chart > Replay Chart (Control Panel).
For the first run, select Single Chart and start around 30× or 60× speed.
Leave Use Start Date-Time unchecked unless you are deliberately entering an exact start.
Press Play, respond to the Clear Trade Data prompt, and use Skip Empty Periods if needed.
For an older futures date, use the contract active then or a correctly configured continuous chart.

Five ways to ruin the chart

Common Numbers Bars Mistakes

Using a Historical Daily chart

Numbers Bars are for intraday charts. Start with the correct chart type.

Keeping coarse stored records

Changing the setting does not repair history already stored at a wider interval; redownload it once.

Calling traded volume "liquidity"

Executed bid/ask volume and resting market depth are different datasets.

Replaying the wrong contract

A current contract can be sparse when replayed far outside its active period. Respect the 6E roll.

Treating color as prediction

An imbalance identifies what traded. Context determines whether it matters.

Bottom line

Sierra Chart Rewards Careful Setup

For a trader who wants accurate tick data, configurable footprints, calculated values, replay, and room to build a serious workspace, Sierra Chart is hard to dismiss. The tradeoff is a steeper setup process. Get the data right, keep the first chart simple, and add detail only when it answers a specific question.

Open Sierra Chart Getting Started

Official Sierra Chart sources used for this guide

Documentation checked August 5, 2026.

Sierra Chart is a trademark of its respective owner. Grizzly Parrot Trading is not affiliated with, endorsed by, or sponsored by Sierra Chart. This tutorial is educational and uses an original illustrative footprint rather than a platform screenshot.