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Date/Time: Thu, 25 Apr 2024 17:59:42 +0000



Post From: Volume by Price for Spreads

[2021-10-20 20:59:49]
SpearChucker - Posts: 101
Having an issue with several spreads and the Volume by Price Study. Several weeks ago I started getting strange looking VbP histograms of only a single price (see the first attachment). When I duplicate a chart/DOM it doesn't show any VbP (second attachment). This one's ZS, but there are others mostly in the Grains (CBOT). Energy products (NYMEX) and Metals (COMEX) seem to be normal.

I was going to check another CBOT spread in the treasuries and was surprised to see a very limited list of spreads in ZB (third attachment). There should be many more listed.
imageZS1.jpg / V - Attached On 2021-10-20 20:59:21 UTC - Size: 206.56 KB - 121 views
imageZS2.jpg / V - Attached On 2021-10-20 20:59:30 UTC - Size: 239.84 KB - 118 views
imageZB.jpg / V - Attached On 2021-10-20 20:59:38 UTC - Size: 85.04 KB - 123 views