Support Board
Date/Time: Tue, 04 Mar 2025 16:11:33 +0000
Volume By Price seems to be missing data
View Count: 485
| [2021-12-15 07:53:10] |
| User913235 - Posts: 4 |
|
Hi, I'm setting up Volume By Price along with TPO and noticed something odd with the volume profile in that there seems to be missing data (see screenshot attached). I compared it with a TPO chart (along side) with the same time frame and verified that there is activity within the price range where the volume profile seems to be missing data. I'm not really sure how to debug this or where to start. Would appreciate any help. Thank you. |
 Screenshot 2021-12-14 235115.png / V - Attached On 2021-12-15 07:51:29 UTC - Size: 25.86 KB - 144 views Attachment Deleted. |
| [2021-12-15 16:08:37] |
| John - SC Support - Posts: 38351 |
|
Although it does seem a bit odd, it is definitely possible to have what you are seeing. There is information in the VbP at the lower half, it is just much lower volume than the upper half of the profile. What this means is that at the lower half, there was trading occurring for the same period of time, but the total volume traded is much lower. Most likely the lower half was the evening trading and the upper half is the day trading. If you setup your TPO to show the evening session separate from the day session, then that should give you better information on what was occurring during that day. Refer to the following for how to set the TPO to show separate Day/Evening sessions: Time Price Opportunity (TPO) Profile Charts: Displaying Separate Profiles for Day and Evening Sessions For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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