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Post From: Volume By Price Not updating the correct Tick Block

[2021-03-01 16:43:13] Link To Thread - Link To Post [Go To First Post]
User612649 - Posts: 40
In my Volume By Price settings: If I set my Ticks Per Volume Bar to 80 everything works as expected. The Volume data is correctly changing in the correct block of 80 ticks. Example of working well Volume tick block shows that it is between 3850.00 and 3870.00 (80 ticks) ES Future Volume tick block shows that it is between 3870.00 and 3890.00 (80 ticks) ES Future Volume tick block shows that it is between 3890.00 and 3910.00 (80 ticks) ES Future When the price is at 3892.00 the volume block that is between 3890.00 and 3910.00 is correctly updating its data. All good. My problem is that if I set my Ticks Per Volume to 40 the price bar shows that it is at one 40 tick block, but the volume data is changing at the higher 40 tick block. Example of problem. Volume tick block shows that it is between 3875.00 and 3885.00 (40 ticks) ES Future Volume tick block shows that it is between 3885.00 and 3895.00 (40 ticks) ES Future Volume tick block shows that it is between 3895.00 and 3905.00 (40 ticks) ES Future But when the price is at 3892.00 the volume block that is between 3895.00 and 3905.00 is incorrectly updating its data, while the volume block that should be getting updated(volume block between 3885.00 and 3895.00) is not being updated. It is like the the blocks were incorrectly separated/sliced at the wrong prices. It is like the blocks should have been sliced on the 10's between 3870.00 to 3880.00 but instead were incorrectly sliced on the 5's between 3875.00 to 3885.00 Please fix or advise on a setting that I missed. I do not believe this is a setting because the only thing I am changing for this error to occur is the Ticks Per Volume setting from 80 to 40.