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Date/Time: Thu, 02 May 2024 03:13:18 +0000



VbP not in sync with prices on DOM

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[2019-10-21 08:43:12]
ycomp - Posts: 274
My VbP on the DOM is way below the actual trading prices. It is set to period "Session Start to End"

What could be possible causes for this? and what should I adjust to fix it?

please see attached images
Date Time Of Last Edit: 2019-10-21 08:44:42
image2019-10-21_04-38-39-321.png / V - Attached On 2019-10-21 08:41:14 UTC - Size: 30 KB - 217 views
image2019-10-21_04-43-57-284.png / V - Attached On 2019-10-21 08:44:39 UTC - Size: 52.66 KB - 222 views
[2019-10-21 08:48:42]
Sierra Chart Engineering - Posts: 104368
Go to Chart >> Chart Settings for the Trading DOM and make sure the Session Times cover the full 24 hours and are correct:
Chart Session Times
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2019-10-21 08:50:09
[2019-10-21 09:01:35]
ycomp - Posts: 274
ah, they were but I forgot to use the correct time zone
[2019-10-21 09:05:56]
ycomp - Posts: 274
ok, so I solved it for my eurex DOMs... but I'm not sure what to do for ES.

On ES I use the global time zone (which for me is NY)

Session Start / End on the chart is 09:30:00 to 16:14:59

I would like to be able to trade European hours as well.

If I check use evening session (16:15 to 09:29:59), then will this calculate correctly in terms of that the VPOC will be relative to the start of the 9:30 session? (at least when I'm actually in the US session?)
[2019-10-21 10:04:52]
Sierra Chart Engineering - Posts: 104368
In the Volume by Price Input settings you can specify the session times that the calculation is performed for.
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: 2019-10-21 10:04:57
[2019-10-21 10:30:27]
ycomp - Posts: 274
thanks, but to clarify - using the settings above for the chart and VbP session start to end - when would the calculations start? 9:30? 9:30 and 16:15?
Date Time Of Last Edit: 2019-10-21 10:34:10

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