Problem:
1. Volume Profile (VP) does not capture the last not fully selected day if 2+ days chosen, when graph is ETH, with CME US Index Futures ETH Trading Hours parameters set to: Start Time 17:00 UTC-6, End Time 16:00 UTC-6. With those parameters VP works NOT PROPERLY until 10 March session, when NY time changes from UTC-5 to UTC-4, from 10 March session till now everything works fine and all selected volume is calculated.
If CME US Index Futures ETH Trading Hours parameters set to: Start Time 17:00 UTC-6, End Time 17:00 UTC-6, VP works PROPERLY until 10 March session. From 10 March till now with those trading hours parameters VP doesn`t calculates volume of not fully selected day.
2. If VP, that captures only one day (not fully), starts from the first candle of the day (no matter which timeframe), it won`t load and will be blank. If it starts from the second candle of the day, or starts from the first but chosen fully (means capturing a bit next day, volume of which won`t be added because of the Problem 1), it will be shown properly. It works properly and not properly on the same date range and Trading Hours parameters as in the Problem 1.
No problems with CME US Index Futures RTH though.
Comment