Volume Profiles are not returning the same sums across charts

[Don22Trader1]

Good Afternoon NT Team,

I am utilizing two market profile chart setups.

File "Temp 1" shows a a full day broken up into two parts with the Blue Profiles (Left side is TPO, Right side is Volume Profile) representing the Overnight session of the MES. These profiles utilize a custom Trading Hours template I created with these hours > 5:00 PM to 8:29 AM . The Yellow Profiles represent the RTH session and utilize NT's "CME US Index Futures RTH" Trading Hours Template which are > 8:30 AM to 4:00 PM.

On file "Temp 2", this shows the two sessions combined to represent the entire ETH session and Utilize NT's "CME US Index Futures ETH" Trading Hours Template which are > 5:00 PM to 4:00 PM.

I am concerned about the ETH Volume Profile. The ETH Volume Profile sum is not returning the same number as the first setup when the yellow and blue profiles are combined. I have also compared the ETH Volume Profile to a daily candlestick using the VOL indicator and the Daily Candlestick is returning the same volume as the first setup when the two periods are combined but the ETH Volume Profile is still returning a different value.

Any ideas as to why this might be happening?

[NinjaTrader_Jesse]

Hello Don22Trader1,

This would not be something we could help with based on a picture. If you are seeing different results when using an indicator on two different trading hours you would need to debug the indicator to find what is causing that difference. if you are using the built in volume profile indicator that would require having the same exact data to be matching, if one starts before the other or for different trading hours they will build differently.