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Date/Time: Sat, 10 May 2025 22:44:01 +0000



Post From: Volume Profile study for Market Profile - value area calculation

[2016-01-20 00:12:53]
User341070 - Posts: 13
Hi there

I am using the volume profile as a study for my market profile charts. Today I had a big discrepancy in the value area high/low for the VP in FESX with my Ninja Trader Jigsaw VAH and VAL even though I use CQG data for both platforms.

Could you please let me know how the VAH and VAL is calculated?