Support Board
Date/Time: Tue, 21 Jul 2026 19:50:33 +0000
VbP and Volume Value Area Bars MisMatch
View Count: 25
| [2026-07-21 16:09:17] |
| Gradient - Posts: 207 |
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Hi, I have two charts, a Daily and a Profile, with the same time zones and session times. The Daily Chart contains the Volume Value Area Bars Study. The Profile contains the TPO Profile Study and the Volume By Price Study. All studies use the default 70% to calculate the value area. I've noticed some discrepancies between the Volume Value Area Bars on the Daily Chart and the Volume by Price Study on the Profile Chart. For the current session, the VAH or VAL may vary by one tick between them. However, for prior sessions this variance is significant. For example, in the screenshots provided, for the current session at the time of the screenshot, the VAH was 7531.50 on the Profile Chart, but 7531.25 on the Daily Chart's Volume Value Area Bars Study. The VAL's matched across both charts. Looking at the prior session however, 20th July, the Profile Chart has a VAH of 7544.50 and a VAL of 7498.50 while the Daily Chart's Volume Value Area Bars Study has a VAH of 7521.00 and a VAL 7478.25 Can someone advise how this can be corrected? Thanks Date Time Of Last Edit: 2026-07-21 16:12:47
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 VbP Daily Volume Bars Mismatch-Profile.png / V - Attached On 2026-07-21 16:06:57 UTC - Size: 298.88 KB - 3 views VbP Daily Volume Bars Mismatch-Daily.png / V - Attached On 2026-07-21 16:07:07 UTC - Size: 98.93 KB - 3 views |
| [2026-07-21 18:20:46] |
| John - SC Support - Posts: 47280 |
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If your Daily chart is actually made from Daily Historical data, then this is why you are seeing a difference. Daily Historical data is only made up of the "High/Low/Open/Close/Volume for each day. As such, the Volume Value Area and POC are going to be very different from daily data that is formed from Intraday data. Refer to the following: Volume By Price Study: How Volume by Price is Calculated for Historical Daily and Higher Timeframe Charts To see if you are actually using Daily Historical Data, for that chart, select "Chart >> Chart Settings >> Data Limiting" and look at the setting for "Chart Data Type". If this is set to "Historical Chart" then the Daily Historical data is used. If it is set to "Intraday Chart" or "Intraday Chart Only", then it is being built from Intraday data. If the Daily data is built from Intraday data, then the Value Areas should match. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-07-21 19:39:06] |
| Gradient - Posts: 207 |
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The variance between Historical and Intraday Data makes sense. I double checked and both charts are using Intraday Data. After reloading the charts the variance between the Daily and Profile Chart VAH/VAL still exists. Again I noted this for 20th of Jul. Today they've been inline and on the 17th of Jul they were inline. My question is what could have happened to cause the discrepancy specifically on the 20th and how can we ensure it won't reoccur? Date Time Of Last Edit: 2026-07-21 19:39:41
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| VbP Daily Volume Bars Mismatch-Profile Data Type.png / V - Attached On 2026-07-21 19:36:23 UTC - Size: 303.57 KB - 2 views VbP Daily Volume Bars Mismatch-Daily Data Type.png / V - Attached On 2026-07-21 19:36:37 UTC - Size: 290.48 KB - 1 views |
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