Let $k$ be a field of characteristic $p\>0$. Let $D_m$ be a ${BT}_m$ over $k$ (i.e., an $m$-truncated Barsotti–Tate group over $k$). Let $S$ be a $k$-scheme and let $X$ be a ${BT}_m$ over $S$. Let $S_{D_m}\left(X\right)$ be the subscheme of $S$ which describes the locus where $X$ is locally for the fppf topology isomorphic to $D_m$. If $p\ge 5$, we show that $S_{D_m}\left(X\right)$ is pure in $S$, i.e. the immersion $S_{D_m}\left(X\right)\hookrightarrow S$ is affine. For $p\in \{2,3\}$, we prove purity if $D_m$ satisfies a certain technical property depending only on its $p$-torsion $D_m\left[p\right]$. For $p\ge 5$, we apply the developed techniques to show that all level $m$...