Support Board
Date/Time: Fri, 01 May 2026 07:30:26 +0000
Why Do I See a Volume Provile on SPX_CGI?
View Count: 39
| [2026-04-30 16:09:39] |
| User708541 - Posts: 184 |
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I was very surprised when I applied a volume profile over my SPX_CGI chart that I was able to do this. (see image). Symbol settings even says: No Pattern Matching, Supports Market Depth = Not supported. This has me puzzled but I'm sure there is a logical answer. Where/How is Sierra pulling the data to produce a VP? Thank you. |
 SPX_CGI-Volume Profile.jpg / V - Attached On 2026-04-30 16:06:41 UTC - Size: 188.12 KB - 7 views |
| [2026-04-30 17:13:28] |
| John - SC Support - Posts: 45889 |
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A Volume Profile is determined from the volumes at each price level over a certain amount of time. The SPX_CGI symbol updates every second, which makes the data have 1 trade with a volume of 1. So if you have a 1 minute bar, you will see a Volume of 60 and the number of trades as 60. But this information is spread out over different prices, which is what the Volume by Price profile is showing you.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-04-30 19:54:23] |
| User708541 - Posts: 184 |
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To clarify, is this understanding correct? The SPX_CGI profile is effectively a time‑price opportunity (TPO‑like) profile built from 1‑lot ticks, not a true trade volume profile. So the profile shape is really: “How much time did SPX spend at each price?” More seconds at a price = more synthetic volume at that price. Fewer seconds at a price = less synthetic volume. Is this a correct understanding?
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| [2026-04-30 19:58:42] |
| John - SC Support - Posts: 45889 |
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Yes. It is exactly how much time was the price at a certain level with the volume for each bar being the number of seconds at that price. Keep in mind there is no finer increment than 1 second.
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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