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Date/Time: Wed, 08 May 2024 08:28:43 +0000



Differences in the Volume Profile Study

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[2018-07-24 09:20:28]
User699318 - Posts: 4
Hello SIERRA,

Me and my friend both use SIERRA CHARTS with AMP as Broker and CQG as Datafeed, only difference being that I am currently using a demo account (--> Service:"CQG Web API [trading]"), while he has his Live account set up (--> Service: "CQG FIX Trading [trading]"). However, we noticed that we had significant differences in the VP-Study (see attached Picture files from the 20th of July)? How is this possible?

Kind Regards
imageCQG FIX TRADING 07-20-18.png / V - Attached On 2018-07-24 09:19:24 UTC - Size: 5.27 KB - 283 views
imageCQG WEB API 07-20-18.PNG / V - Attached On 2018-07-24 09:19:32 UTC - Size: 3.15 KB - 226 views
[2018-07-24 17:50:31]
Sierra Chart Engineering - Posts: 104368
Refer to this section here:
Volume By Price Study: Volume Profile Differences
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2018-07-25 14:49:03]
User699318 - Posts: 4
Thanks for your reply,
me and my friend checked and we both use identical settings (the ones you suggested via your previous reply), but the differences remain.
Could you please let us know which Values you get for the VAL, VAH & POC on the 20th of July at 23:59:59 Brussels time (Symbol: F.US.DDU18), so that we can figure out whose software displays wrong values
Kind regards and thanks in advance
[2018-07-25 16:21:07]
Sierra Chart Engineering - Posts: 104368
That section is very comprehensive and if you followed all of the items in there, you will get a match. There can be little doubt about that. You should also re-download the data as explained just to be sure there is no missing data. We also added a new item for the time zone of the top of the list. Make sure the time zone matches. Here is the documentation again:

Volume By Price Study: Volume Profile Differences

It is impossible for us to answer your question because we have no idea what settings you are using in the Chart Settings and the Study Settings. You need to provide the chart by following these instructions:
Support Board Posting Information: Providing Chartbook with Only a Single Chart

Once we have the chart we can then give you the values.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2018-07-25 16:21:19
[2018-07-26 09:16:20]
User699318 - Posts: 4
thanks again for your reply,


as I stated before, we made sure, that we use identical settings (to visualize which settings are being used, I will attach a file) - If you would be so Kind let us know which values you receive by entering the data displayed in the picture.


Again, our datafeeds (both CQG) differ only in one way: I use demo (Web API) and he uses a live account (Fix Trading).


Thanks in advance
imageSIERRA VP Settings.PNG / V - Attached On 2018-07-26 09:16:13 UTC - Size: 1.06 MB - 267 views
[2018-07-26 19:49:03]
John - SC Support - Posts: 31441
For that symbol, with the Time Zone set to Brussels, the data from the VbP for July 20 for us shows the following:
POC: 12612.0
Value Area High: 12695.0
Value Area Low: 12526.5
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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