Volume Imprint Error

[Mo_Ray]

I'm a new user and I am experiencing an issue with the Volume Profile which is printed with the volume imprint. It looks fine in almost all cases, but I recognized some cases, where the profile is populated above the current session candles. I experience this with the Bund Future (FGBL) 30min chart (also in all other time frames). Does someone have an idea why this is happening, or if this is due to some periodicity issue?

Cheers
Mo

 

[MrSharky]

I would backtrack the session times RTH/ETH, trading hours for EUREX and so forth. It looks like a time related issue.

 

[Mo_Ray]

Thanks for your feedback @MrSharky, I actually had played around with the Eurex trading hours. I tried a few changes and made tests which resulted indeed in a messed up profile. The strange thing is that it looks good for all the other days, even adding a custom range VP somewhere in the middle of that session is shown in the same way on top of the chart.

Thanks again and have a nice weekend.

 

[MrSharky]

Thats very strange, have you reached out to support? I traded EUREX a year back or so and had also some issues with the instruments but nothing like this.

Also I see its a continuous contract, try a front month contract and see if that works. Could be a problem with the continuous instruments.

 

[Mo_Ray]

Seems to be a data quality issue (I use Rithmic). The problem does not occur as soon as I switch to historical minute bars. The TPO profile chart was the only chart showing volume data at the right place/area, and it uses (if I'm not wrong, historical minute bars for the volume profile). All other charts where the "Volume Imprint" study is added for showing the VP are facing the same issue (standard charts, time based, tick based, footprint with all variations of enabled/disabled column 1 and 2, etc.). But yes, you are right with your first hint, the trading hours can cause similar issues, but actually not in this case. Changing from the continuous contract directly to the front month did not help in my case. Cleaning local data etc. was also not helping. My workaround will be to add a volume profile for such days and turn on the historical minute bars. I've checked the last recent history, it also occurred 2 times in June.

 

[MrSharky]

Its irritating, I basically stopped trading EUREX, had so many issues with charts. Had big problems with continuous charts, some of the DAX tickers are not coded correctly. I gave up in the end.