Order Flow Volume Profile issue

[jmalaguti]

I just noticed that A period in the OF volume profile has an incorrect start time, which in turn, throws every other period off for the RTH session. Does anyone know how to correct this? Thank you

[NinjaTrader_BrandonH]

Hello jmalaguti,

Thanks for your post.

So I may accurately assist you, please answer all of the questions below:

• What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.0.?.?)
• What instrument symbol (and expiry if applicable) have you selected? For example, ES 09-23, AAPL, EURUSD, etc.
• (For a chart) what interval is selected? For example, 5 minute, 1 day, 2000 volume, 4 Renko, etc.
• Which Trading Hours template are you using for the Data Series settings on the chart?
• Are you referring to the Order Flow Volume Profile drawing tool or the Order Flow Volume Profile indicator?
• What are the exact steps you are using to reproduce the behavior so that I may try to reproduce it on my end?

Also, please send me a screenshot showing the behavior you are reporting and a screenshot of the Order Flow Volume Profile settings you are using.

• To send a screenshot with Windows 10 or newer I would recommend using the Windows Snipping Tool.
  • Click here for instructions
• Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screenshot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save it as a jpeg file and send the file as an attachment.
  • Click here for detailed instruction

[jmalaguti]

Hello Brandon,

8.1.1.7 64-bit
ESU3
30 minute chart
I am using CME Index futures RTH but, the time periods do not change regardless of what session I use. I even tried making my own,
Order Flow volume profile indicator
Doesnt matter what chart you use it on. The A period starts at 8am - 830am CST. For a correct profile, the A period should start at market open 830am cst - 9am cst.
My time zones are correct. I doubled checked first.

Please see attachment as well

Thank you for your help

[NinjaTrader_BrandonH]

Hello jmalaguti,

Thanks for that information.

The time displayed is converted to your local time zone and is a fixed frame of reference from starting at 8:00 CST. This time is arbitrarily picked and provides all instruments to share the same time slice, therefore the letter 'A' and associated color will always be the same calendar day and not affected by the individual instrument, this allows comparison between charts based on a fixed time scale.

This information could be found in the 'Price profile times' section on the Order Flow Volume Profile help guide page linked below.

Order Flow Volume Profile: https://ninjatrader.com/support/help...ngPriceProfile

[jmalaguti]

Thank you but A period doesn't actually start until 830cst. How can I adjust this so it is correct?

[NinjaTrader_BrandonH]

Hello jmalaguti,

Thanks for your notes.

The Times of the Order Flow Volume Profile are fixed times and cannot be modified. The color for each time slice is customizable.

These time windows are 30 minutes in length. If a single tick occurs inside that time window at a price a letter or block will be plotted. In letter display mode the 'A' letter starts at 8:00 CST. It provides all instruments to share the same time slice, therefore the letter 'A' and associated color will always be the same calendar day and not affected by the individual instrument.

This allows comparison between charts based on a fixed time scale.

See this help guide page for more information about Order Flow Volume Profile indicator: https://ninjatrader.com/support/help...ngPriceProfile

[jmalaguti]

The A period in any Market Profile on any other platform starts at the beginning of the RTH session so, this is incorrect. A bit disappointing that it cannot be fixed.