Not a bug
Volume profile -merge contract
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
Customer support service by UserEcho
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.