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Not a bug

Volume profile -merge contract

Martinez 2 years ago in Charts updated by support 2 years ago 1

hello,

I have one question about historical volumes profiles (from last contract) when I chose merge contracts JUN-MAR2019 I have difrent values in other platofrms(continues contracts). Could you add this setings? For example ninjatrader/sierra shows historicals profiles of FDAX in difrent places then  Volfix

Not a bug

There is no possibility to implement several contract merge algorithms simultaneously.
The VolFix is switch to a new contract when the volume of a new contract exceeds the previous one. The check is performed every hour. It makes the switching smoother (low gap).

We strongly recommend not to use  merge  contact for volume analysis.
Opened position and volume are not transferred between contracts.