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Date/Time: Tue, 26 Aug 2025 10:26:09 +0000



VbP - Number of Days not adding up

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[2025-07-03 15:39:37]
neevaksama - Posts: 53
It seems the number of days is not adding up for my Volume Profile properly.

Based on this post: Problem with VbP - One Period at End of Fixed Time Length - Auto-Skip Empty Days it seems 'One period at the end for fixed time length - Autoskip empty days' is a no-go.

As such, I attempted to use 'One period at the end for fixed time length' (without the Autoskip). However, a 'Time Period Length for 'Fixed Time' ' of 5 days gives me 3d 17h 25m xxs.

I would have expected it to give me exactly 5 days (including Saturday even though it's a weekend since the Autoskip does not work).

Please do advise.
[2025-07-03 16:04:27]
John - SC Support - Posts: 41464
What is the Bar Period for your chart?

Also, please get us an image of your chart by following these instructions:
Support Board Posting Information: Attaching or Posting a Screenshot/Image (Optional)
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2025-07-03 16:06:16
[2025-07-03 16:28:40]
neevaksama - Posts: 53
It's 30M.

Here's the image: https://www.sierrachart.com/image.php?Image=1751560034339.png
[2025-07-03 19:33:29]
John - SC Support - Posts: 41464
Please get us that chart by following these instructions:
Support Board Posting Information: Providing Chartbook with Only a Single Chart
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-07-03 20:13:13]
neevaksama - Posts: 53
Here you go
Attachment Deleted.
attachmentSCDebug.Cht - Attached On 2025-07-03 20:13:04 UTC - Size: 4.68 KB - 55 views
[2025-07-03 21:41:41]
John - SC Support - Posts: 41464
What is your "Global Settings >> Time Zone Settings >> Time Zone" set to?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-07-04 09:23:24]
neevaksama - Posts: 53
It's set at New York (-5EST/-4EDT). I assume that's the timezone CME uses unless it's actually Chicago-(6CST/-5CDT)
[2025-07-05 04:04:55]
neevaksama - Posts: 53
Is there any update on this?
[2025-07-05 18:49:06]
neevaksama - Posts: 53
Just want to check in if there is any progress on this?
[2025-07-07 17:08:20]
John - SC Support - Posts: 41464
This is working correctly for us. Attached is an image of what we see when we open your chart. The start time for the profile is July 2, 2025 at 13:30:00. The actual time is July 7, 2025 at 13:06:00. Therefore the starting date and time of the profile is correct, as it is 5 days prior to the current date (July 7 minus 5 days = July 2) and time and starts at the next whole time increment (13:30:00 in this case instead of 13:00:00).
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
imageMESU25-CME [CV][M] 30 Min #1 2025-07-07 13_05_39.518.png / V - Attached On 2025-07-07 17:08:09 UTC - Size: 27.87 KB - 38 views
[2025-07-08 18:47:22]
neevaksama - Posts: 53
Hmm, I rechecked my 30M chart. It has 4d 20h 28m based on the Chart Values Tools > VBP Chart Values > Total Time Window (I got my previous values from here as well).

Based on total time, it doesn't add up to 5 days though the number of days are.

Perhaps, I can rephrase my question: Why does the duration not add up to 5 days?

Some sub questions seem relevant here:
- Why is the Period Start so arbituary and not based on Chart Settings > Session Times
(Before this picture, a few hours ago, the period start was 2025-07-XX 11:00:00, now it's 2025-07-XX 18:00:00 so my sub question may seem weird since 18:00:00 is reasonable as it the start time of globex. However, my sub question is based on when the Chart Values Tools showed me 11:00:00)

I have attached a picture of my Chart Values Tools
imageChart Values Tools.png / V - Attached On 2025-07-08 18:46:54 UTC - Size: 83.58 KB - 34 views
[2025-07-08 19:39:27]
John - SC Support - Posts: 41464
The Total Time in the Volume by Price values is the summation of the bars that make up the Volume Profile. So although it is covering a period of 5 days, due to missing days (such as Saturday) and hours (the 1 hour break from 16:00:00 to 17:00:00 daily) the total will not add up to the 5 days that the profile is set to cover.

The Volume Graph Period Type of "One Period at End of Fixed Time" has no relation to the Session Times. It is just going to subtract the amount of time specified from the current bar time and then shift forward one 1 bar.

There are Volume Graph Period Types that relate to the Session Times, such as "From Session Start Time to End", but none of them will cover multiple days. If you want to go back 5 days and start at a specific time, then you would need to use the "From Start Date-Time to End" and you would need to adjust that date each day.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-07-14 08:23:35]
neevaksama - Posts: 53
Hello SC Team,

I have another VP issue that this is even more alarming.
I have a 5 day VP using "One Period at End of Fixed Time Length - Auto-Skip Empty Days"

As discussed in this thread, the total time = duration of bars in that VP.

However, during market replay (right now I'm replaying to 23rd June 09:30 New York Time),
- the total time is 44d 15h 30m which is clearly off.
- the total time is 4 day-ish when using One Period at End of Fixed Time Length (without Auto-Skip Empty Days). I tried this as I saw bunch of older threads where people have problems with Auto-Skip Empty Days. This seems to be working fine


I have attached the chartbook and the Chart Values Window for reference.

Please do advise, I didn't realize my VP was so off
attachmentSCDebug.Cht - Attached On 2025-07-14 08:22:11 UTC - Size: 4.68 KB - 43 views
imageChart-Values-Window.png / V - Attached On 2025-07-14 08:22:49 UTC - Size: 122.64 KB - 36 views
[2025-07-14 16:21:53]
John - SC Support - Posts: 41464
We are not able to reproduce this with the chartbook you have given.

We need to see an image of the chart with the Volume Profile showing the starting point of the profile and the end of the chart visible so we can see where the profile is in relation to the current bar in the chart.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-07-14 18:55:44]
neevaksama - Posts: 53
I think the issue was I didn't have a few extra days loaded under Chart Setting > Data Limiting.

When market replaying to 23rd June,
- With 26 days loaded, total time = 44ish days
- With 27 days loaded, total time = 25ish days
- With 28 days loaded, total time = 6ish days <- What I want

Out of curiousity, how does this logic work, it seems like around 20 days is deducted everytime (Seems 5 working days x 4)?
[2025-07-14 19:11:49]
John - SC Support - Posts: 41464
The chartbook you gave us has a single Volume by Price profile set to the following:
- Volume Graph Period Type: One Period at End of Fixed Time Length
- Time Period for 'Fixed Time': Days
- Time Period Length for 'Fixed Time': 5

Therefore we always see 5 days of profile being displayed. With the replay starting at June 23, 2025 at 09:25:00, the profile starts on June 18 (23-5) at 09:00:00 (since these are 30 minute bars). The Tool Values Window shows the "Total Time" as "4d 23h 59m 24s" as seen in the attached image. The exact minutes and seconds changes a little bit.

We do not understand where you are seeing the numbers you are and how that is setup, as it does not sound like this is the same setup that you have given to us.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
imageScreenshot 2025-07-14 141000.png / V - Attached On 2025-07-14 19:11:39 UTC - Size: 79.19 KB - 32 views
[2025-07-15 17:40:24]
neevaksama - Posts: 53
Apologies, I was tweaking around the settings and must have given you the Volume Graph Period Type without Auto-Skip Empty Days.

I have attached the Chartbook with Volume Graph Period Type: One Period at End of Fixed Time Length - Auto-Skip Empty Days.
attachmentSCDebug.Cht - Attached On 2025-07-15 17:40:09 UTC - Size: 4.81 KB - 40 views
[2025-07-15 18:48:19]
John - SC Support - Posts: 41464
Now we understand what you were seeing. If you do not have enough days loaded, then the amount of time displayed in the Tool Values window will be incorrect. You can not depend on that value in any way if you do not have enough data loaded in the chart.
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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