Support Board
Date/Time: Thu, 10 Sep 2026 18:24:33 +0000
Market Profile Blocks Chart Inaccurate
View Count: 260
| [2026-07-27 07:02:54] |
| bobstone249 - Posts: 60 |
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Hi guys, I wonder if you are able to help. I have a market profile blocks chart which appears to be giving some strange readings depending on if weekend data is included or isn't. Firstly, I should explain that my daily VWAP chart excludes the evening session but is set to load all weekend data. Regarding the market profile blocks, a) if I set this chart to mirror the VWAP chart (by excluding the evening session and loading all weekend data), the chart excludes weekend data which is bizarre b) if I set this chart to INCLUDE weekend data and the evening session it produces a chart where Friday is mysteriously missing and a Saturday appears. (Last image loaded up on this thread). What do I want? I was rather hoping to see a Sunday-Monday market profile blocks chart to include Friday and obviously no activity on Saturday. I wonder if you can kindly guide me in the right direction so I can adjust the settings to achieve my goal. I'm sure I've got something wrong somewhere. I will need to send screenshots through on separate messages as there is a limitation of 3. Many thanks Rob |
 Market Profile Blocks Settings.png / V - Attached On 2026-07-27 07:02:11 UTC - Size: 46.93 KB - 70 views Market Profile Blocks Chart.png / V - Attached On 2026-07-27 07:02:24 UTC - Size: 71.27 KB - 67 views |
| [2026-07-27 16:41:23] |
| John - SC Support - Posts: 47838 |
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To begin with, the ES product from the CME Group trades from 18:00 on Sunday (U.S. Eastern Time) to 17:00 on Friday with a 1 hour break from 17:00 to 18:00. Therefore, since you have your day session going from 09:30 to 16:15, it does not matter how you have the option for "Load Weekend Data", as there will not be any weekend data except for the evening session. The next issue is that your Evening Session times are incorrect as well as your Day Ending Time. For your given day session times, you would need to have the following Session Times: - Start Time: 09:30:00 - End Time: 16:14:59 - Evening Start Time: 16:15:00 - Evening End Time: 09:29:59 Once you have your Session Times set properly, then everything else should fall into place. Refer to the following: Chart Session Times For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-07-28 02:45:06] |
| bobstone249 - Posts: 60 |
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OK John I will set these now and see how the charts look. I'm confident it'll be fine for VWAP but not totally sure about the Market Profile Blocks (simply from my experiences yesterday).
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| [2026-07-28 02:59:05] |
| bobstone249 - Posts: 60 |
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John, please see attached revised settings for the Market Profile Blocks chart. Hopefully you'll be able to see that there is no "Friday" printed.
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| MP Blocks - No Friday.png / V - Attached On 2026-07-28 02:57:53 UTC - Size: 127.9 KB - 62 views |
| [2026-07-28 03:15:59] |
| bobstone249 - Posts: 60 |
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With these settings, it prints a Friday. What am I doing wrong so the system keeps eliminating Friday when I make changes? Many thanks Rob |
| MP Blocks - Friday.png / V - Attached On 2026-07-28 03:15:42 UTC - Size: 124.73 KB - 66 views |
| [2026-07-28 13:11:26] |
| John - SC Support - Posts: 47838 |
|
Your Session Times are still incorrect. They are overlapping each other. The main session and the evening session need to NOT overlap at all. Here again are some correct Session Times based on the times in your original image: - Start Time: 09:30:00 - End Time: 16:14:59 - Evening Start Time: 16:15:00 - Evening End Time: 09:29:59 Note that the End Time is always 1 second prior to the start of the other session. And the times do not overlap. In this case, the Trading Day starts at 16:15:00 and ends at 16:14.59. 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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