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Date/Time: Mon, 27 Jul 2026 19:55:16 +0000



Volume by Price study shows different total volume at same price level — 30 Min c

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[2026-07-27 18:51:39]
Andrew I - Posts: 1
Things I've already checked and ruled out:

Both charts use identical Volume by Price study settings (copied the study directly from one chart to the other)
Both charts confirmed on Chart Data Type = Intraday Chart
Global Settings > Data/Trade Service Settings > Intraday Data Storage Time Unit is set to 1 Tick (confirmed true tick-by-tick storage, not coarser aggregation)
Volume at Price Multipliers matched (1/1) on both charts
Trades Combining Method = None on both, and confirmed this setting doesn't apply outside CME/Denali combining anyway
Load Weekend Data = Load All Weekend Data on both, so no weekend-exclusion boundary issue

As a further test, I switched my 30-min chart's own bar period directly to 1-10 P&F (same chart, same file) and the numbers immediately matched the other P&F chart. So this appears tied specifically to bar period type (P&F vs. time-based bars) affecting how the Volume by Price study accumulates volume at each price level, even off identical underlying 1-tick data.

Can you help me understand what's causing this and how to resolve it so both chart types report consistent, accurate volume at price?

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