Support Board
Date/Time: Fri, 29 May 2026 16:00:56 +0000
Post From: Volume by Price study only calculates current session — historical periods empty
| [2026-05-29 12:02:08] |
| User955425 - Posts: 2 |
|
Volume by Price (VBP) study only calculates the profile for the current session. Historical sessions show no profile drawn and POC reports 0.00 when hovering over historical bars, despite approximately 1,600 days of MNQ continuous tick data loaded on the chart. Environment: Sierra Chart version 2899 Data feed: Denali (SC Data - All Services) Symbol: MNQ continuous futures, volume-based rollover, back-adjusted (chart shows MNQM26_FUT_CME [CBV] with Continuous Contract setting active) Bar period: 5 Minute, Intraday Chart Chart confirmed to contain ~1,600 days of data — Ctrl+Home navigates to a bar dated 2022-01-10 Symptom: Only the current/most recent session shows a volume profile and non-zero POC/VAH/VAL Scrolling to any historical date shows clean price candles with no horizontal profile drawn and no VAH/VAL/POC lines Hovering over any historical bar shows "Point of Control: 0.00" in the chart header Vertical Volume study works correctly across all historical bars (so historical volume data is present and readable) VBP settings (relevant): Draw Mode: Volume Profiles Volume Graph Period Type: From Session Start Time to End Number of Days To Calculate Volume Profiles: 1600 Minimum Time Period % For Reference Days Back: 0 Use Separate Profile For Evening Session: No Start Time: 18:00:00, End Time: 17:00:00 Volume Bar Calculation Method: Total Volume Value Area Percentage: 70 Extend Value Area: End Of Window Extend Point Of Control: End Of Window Chart Settings → Session Times: Session Start Time: 18:00:00 Session End Time: 17:00:00 Use Evening Session: No Apply Intraday Session Times To Intraday Chart: Yes Time Zone: New York (-5 EST / -4 EDT) Weekend Data: Load All Weekend Data Chart Settings → Data Limiting: Load Data Limiting Method: Use Number Of Days To Load Days To Load for Intraday Chart Data Type: 1600 Date Range In File: 2025-04-09 to 2026-05-29 (415d range reported), however Ctrl+Home navigates to a bar dated 2022-01-10 — so actual loaded data extends well beyond the Date Range In File field's reported range Troubleshooting already performed: Reduced Number of Days To Calculate from 1600 → 10. No change. Profiles still only build for current session. Changed Volume Graph Period Type from "From Session Start Time to End" to "One Period at End of Fixed Time Length - Auto-Skip Empty Days" with Fixed Time = 1 Day. No change. Verified Minimum Time Period % For Reference Days Back = 0 (was originally 25, changed to 0, applied, persists). Created duplicate chart with fresh VBP study using default settings (only Volume Graph Period Type changed). Same behavior — only current session profile drawn. Checked Message Log — no VBP-related errors or warnings. Confirmed Vertical Volume study calculates correctly for all historical bars, so the underlying tick/volume data is present and readable. Question: What configuration or data condition would cause VBP to silently skip all historical sessions while successfully building the current session profile, when Number of Days To Calculate is set to a value larger than 1 and the underlying chart contains the full historical data? |
 curent day VP only.png / V - Attached On 2026-05-29 12:01:02 UTC - Size: 123.26 KB - 4 views |