Volume Profile Free session volume profile for NinjaTrader 8
by FlowForged Analytics
Session volume profiles for NinjaTrader 8, built from Level 1 ticks. It follows the session in progress, or the one you pick, and draws its POC and value area for you.
NinjaTrader 8NY · London · Asia · OVNPOC + value areaBuy / sell splitNo Order Flow+Multi-Chart Relay
The Current anchor on a 15-minute NQ chart, here on the Asia session in progress (Now · Asia on the pill). Each row is split into sell volume (amber) and buy volume (steel). The developing POC (29,645.00, gold) and value area (29,628.75 to 29,757.00, dashed) run to the right edge, labeled there, and the previous NY session’s POC and VAL are extended in purple. Tap to enlarge.
Quick info
Platform
NinjaTrader 8 on Windows
Concept
Volume at each price for one trading session, with its POC and value area
Designed for
Traders who read volume at price and want each session’s profile drawn for them
Best used when
You want a session’s POC, VAH and VAL on the chart without drawing them by hand
Anchors
The session in progress by default, or NY, London, Asia, Overnight, or 15m and 1H swing legs, on New York time, whatever NinjaTrader’s time zone is
Data
Level 1 ticks. No Order Flow+ subscription. Tick Replay for history, on one chart with the multi-chart relay
Access
Free download
What Volume Profile does
Volume Profile builds a volume-at-price histogram for one trading session: the one in progress by default, or NY, London, Asia or Overnight. It can also draw one profile per 15-minute or 1-hour swing leg. It draws each profile’s point of control and value area, and keeps completed ones on the chart.
Every trade goes into its price row and is checked against the bid and ask at that moment. A trade at or above the ask counts as buying, at or below the bid as selling. That lets each row show its total volume, its buy and sell split, or which side had more.
All four sessions and both swing-leg sets build side by side from the moment the chart loads, so switching the anchor on the toolbar pill shows the new one straight away. For net delta at each price as its own histogram, over a window you pick, see Delta Profile in the FlowForged Suite.
Purpose
A session’s volume profile tells you where it did most of its business. Drawing one by hand for every session, and working out the POC and value area each time, is slow, and the drawings do not update while the session is still trading.
Without Volume ProfileA fixed-range profile drawn by hand for each sessionPOC and value area worked out yourselfTotal volume only, with no buy and sell split
With Volume ProfileA profile that starts and ends with the session you pickPOC, VAH and VAL drawn and labelled as the session developsBuy, sell and net delta at each price from Level 1 ticksCompleted sessions kept on the chart, each with its own levelsOne Tick Replay chart feeding every other chart of the instrument
Why choose it
Session and swing-leg anchors. Current follows Asia, London and NY as each one opens. NY, London, Asia and Overnight stay fixed, and 15m or 1H Legs draw a profile for each swing leg. All of them build at the same time; switch from the pill without a reload.
Prior value area. Extend the previous session’s or the last overnight session’s VAH, VAL and POC to the right edge of the chart, so they stay in view as price moves.
Built from ticks. Each trade is classified against the bid and ask from Level 1 data. No Order Flow+ subscription.
Levels drawn for you. The POC and the value area high and low are drawn and labelled with their prices.
History kept. Completed sessions stay on the chart with their own POC and value area: 5 by default, up to 50.
Three ways to read a row. Total volume, the buy and sell split, or volume colored by net delta.
One Tick Replay chart, any number of charts. Run a Publisher on one background chart with Tick Replay. Viewers on your other charts need no Tick Replay, and each picks its own session, mode, rows and value area.
Controlled from the chart. Anchor, mode, history count, placement, opacity, value area %, the prior value area and the histogram itself all change from the pill, with no reload.
Key capabilities
A Current anchor that follows the session in progress: Asia, then London, then NY
Session profiles for NY (09:30–16:00), London (03:00–09:30), Asia (18:00–03:00) and Overnight (18:00–09:30), New York time, whatever time zone NinjaTrader is set to
Multi-chart relay: Tick Replay and the session history run on one background chart, and every other chart of the instrument draws the profiles, each with its own session, display mode, rows and value area, on any timeframe. How the relay works
Volume, BuySell and Delta display modes
Point of control and value area high and low, with price labels. Value Area % from 1 to 99, 70 by default
Up to 50 completed profiles per session, drawn at their own opacity
One profile per 15-minute or 1-hour swing leg, between alternating swing highs and lows
The previous session’s or the overnight value area and POC, extended to the right edge
The developing profile at the chart’s left edge (default), at the start of its session, or in the chart’s right margin, so it never covers new bars
POC and value area lines on their own, with the histogram hidden
Rows of 1 to 20 ticks
Ten color themes, two of them for light charts, plus Custom
A toolbar pill for the anchor, mode and history count, with a settings popup
How to set up Volume Profile in NinjaTrader 8
Add FF Volume Profile from the Indicators window to your chart.
In the chart’s Data Series, use a 24-hour (ETH) Trading Hours template so London, Asia and Overnight are on the chart, and turn on Tick Replay so past sessions are built.
Leave the anchor on Current (the session in progress) and the mode on BS, or change them from the VPRO pill.
Set how many completed sessions to keep on the chart with the Sessions: 5 button.
Several charts of one instrument? Set Role to Publish on one 1-minute background chart with Tick Replay and the ETH template, and to Viewer on the others. Settings and status badges are under Multi-chart relay in the User Manual; the relay guide shows a full layout.
New to NinjaTrader add-ons? The install guide covers importing, Tick Replay and common fixes.
By default it follows the session in progress: Asia, then London, then NY, rolling over as each one opens. You can also fix it on NY, London, Asia or Overnight, or draw one profile per 15-minute or 1-hour swing leg. Times are New York time with US daylight saving. Completed sessions stay on the chart with their own POC and value area, 5 by default and up to 50.
Can it show the previous session’s value area?
Yes. Turn on Prior VA in the settings popup to extend the previous session (Previous) or the last overnight session (Overnight) VAH, VAL and POC from the start of that session to the right edge of the chart. On the Current anchor, Previous is the session before the one in progress, so it becomes London once NY opens; on any other anchor it is the previous trading day’s NY session.
Does it need Tick Replay?
For past sessions. Turn on Tick Replay in the chart’s Data Series (first enable Show Tick Replay under Tools > Options > Market Data). Without it, the profile builds only from live ticks received after the chart loads. With the multi-chart relay, only the Publisher chart needs it.
Can each chart show a different session?
Yes, with the multi-chart relay. The Publisher records all four sessions and both swing-leg sets, and each Viewer picks its own session, display mode, rows, value area and history.
Which trading hours template should I use?
A 24-hour (ETH) template, so London, Asia and Overnight are on the chart.
What display modes are there?
Volume, Buy/Sell and Delta, each with the POC and value area.
Volume Profile does not tell you what to trade. It shows where each session’s volume traded, which side was the aggressor at each price, and where the value area sits:
A profile for the session you choose
POC, VAH and VAL drawn and labelled
Completed sessions kept on the chart
Want more order-flow tools on the same chart? See the FlowForged Suite.
Volume Profile is free
It comes in one download with all eight free FlowForged tools. Enter your email and we’ll send the NinjaTrader 8 link.
Futures trading involves substantial risk and is not for every investor. Chart examples show past market activity and are not indicative of future results. Volume Profile is an analytical tool, not trading advice.
The histogram is one session’s volume at each price. The lines mark where the most volume traded and the range that holds most of it.
SELLNEUTRALBUY
Each row is a price
A row’s length is its volume against the session’s busiest row. In BS mode it is split: sell in amber, trades between the bid and ask in grey, buy in steel.
POC 30900.00
The gold line is the POC
The price with the most volume in the session, drawn as a solid line with its price printed above it.
- - - VAH / VAL
The dashed lines are the value area
VAH and VAL bound the share of the session’s volume set by Value Area % (70 by default), built out from the POC.
HISTORY 30%
Faded profiles are past sessions
Completed sessions stay over the bars where they traded, with their own POC and value area, drawn at the Historical Opacity (30% by default).
Sessions and history
Pick what the profile anchors to: the session in progress, a fixed session, or swing legs. A session profile starts on the first bar inside its window and is completed on the first bar after it. Every trade inside the window counts, including those in the bar that closes the session.
Anchor Session
Pill
Window (ET)
CurrentSession (default)
Now · NY
Asia, London or NY, whichever is in progress
NYSession
NY
09:30–16:00
LondonSession
London
03:00–09:30
AsiaSession
Asia
18:00–03:00
OvernightSession
OVN
18:00–09:30
SwingLegs15m
15m Legs
Swing to swing, on 15-minute bars
SwingLegs1H
1H Legs
Swing to swing, on 1-hour bars
The windows are Eastern (New York) times and follow US daylight saving. Volume Profile converts from NinjaTrader’s time zone, so they stay on New York hours whatever zone you use. With NinjaTrader set to Central time, for example, NY opens at 08:30 on your chart’s time axis.
Asia and Overnight run past midnight. Overnight covers Asia and London as one profile, so it overlaps both. Current shows Asia, then London, then NY, rolling to the next as each one opens; from the 16:00 close it stays on NY until Asia opens at 18:00, and the pill names the one it is showing (Now · London). All of them build at the same time, so switching the anchor shows the new one at once. Click the session button to cycle Current, NY, Asia, London, OVN, 15m Legs and 1H Legs, or hover it to pick from a list.
15m Legs and 1H Legs draw one profile for each leg between alternating swing highs and lows, found on 15-minute or 1-hour bars built from the trades on New York time, whatever the chart’s timeframe. By default a swing high is a bar whose high is above the bar before it and at or above the bar after it (Swing Strength Left and Right, 1 each: the 3-bar fractal), and it is confirmed once that next bar closes; swing lows mirror it. The newest finished leg can still extend until the next opposite swing confirms. Turn on Swings in the settings popup to join the swing points with a line.
15m Legs on a 1-minute NQ chart: one profile for each leg between 15-minute swing highs and lows, each with its own POC and value area inside its leg. The forming leg’s levels run to the right edge, and the previous NY session’s POC and VAL are extended in purple. Tap to enlarge.
When a session ends, its profile stays over the bars where it traded, inside its own session, with its own POC and value area, at the Historical Opacity (30% by default). Historical Session Count sets how many of the most recent completed sessions are drawn for the selected anchor: 5 by default, up to 50. Each session keeps up to 50 in memory. On a swing-leg anchor it counts legs, and the pill button reads Legs: 5.
When the chart loads, Volume Profile reads back far enough for Historical Session Count sessions plus the one in progress. Raising the count later only shows more if those sessions were loaded; reload the chart (F5) to read further back. The chart also needs enough days loaded, and Tick Replay on. A Viewer can show at most the sessions its Publisher keeps (see Multi-chart relay).
Display modes
Vol (Volume)option
One bar per row in the Total / Neutral color. Its length is the row’s volume against the session’s busiest row.
BS (BuySell)default
The same bar, split by aggressor. Sell volume (at or below the bid) sits against the anchor edge, then trades between the bid and ask in the neutral color, then buy volume (at or above the ask).
Deltaoption
The same lengths as Vol, with each row colored by its net delta: the buy color where buy volume was equal or greater, the sell color where sell volume was greater.
Click the mode button on the pill to cycle Vol, BS, Delta, or hover it to pick one. Completed profiles redraw in the new mode too.
POC and value area
The POC is the row with the most volume in the session. The value area starts at the POC and grows one row at a time toward whichever neighbouring row has more volume, until it holds the Value Area % of the session’s volume.
The POC is a solid gold line, 2 pixels wide by default, labeled with its price (for example POC 30900.00), and VAH and VAL are dashed lines. The developing profile’s lines run on to the right edge of the chart and are labeled there, VAH and POC above their lines and VAL below, like the prior value area. A completed profile’s lines stay over its own session, with the labels set inside each line near its right end. Turn off Bars in the settings popup to keep the lines and hide the histogram.
The developing profile and its levels update as trades print. Changing the Value Area % from the settings popup recalculates the completed profiles as well.
Prior VA in the settings popup draws a past session’s VAH and VAL as dashed lines and its POC as a solid line, in purple, from the start of that session to the right edge of the chart, so they stay in view as price moves. Previous on the Current anchor is the session before the one showing, Asia, London or NY, labeled with its name (London VAH, London POC, London VAL), and it moves on at each handover. On any other anchor it is the previous trading day’s NY session, labeled NY VAH, NY VAL and NY POC; a trading day starts at the 18:00 Globex open, so until 18:00 it is yesterday’s session. Overnight is the last overnight session, 18:00 to 09:30, labeled ON VAH, ON VAL and ON POC. They use this chart’s Value Area % and Ticks per Level, whatever the anchor.
Settings
1. Toolbar
Show toolbarOn
Shows the VPRO pill. Turn it off for a clean chart.
Enable Volume ProfileOn
Draws the session profile. Same as the VPRO power button.
2. Session
Anchor SessionCurrentSession
CurrentSession follows Asia, London and NY as each one opens. NYSession, AsiaSession, LondonSession or OvernightSession fix it on one session; SwingLegs15m or SwingLegs1H draw one profile per swing leg. Same as the session button on the pill.
Display ModeBuySell
Volume, BuySell or Delta. Same as the mode button on the pill.
Value Area %70
The share of the session’s volume inside the value area, 1 to 99.
Ticks per Level1
How many ticks each row combines, 1 to 20. Each Viewer sets its own.
Profile PlacementLeft
Left keeps the developing profile at the chart’s left edge, growing to the right, so it never covers a new session’s bars; completed profiles stay over their own sessions, beside it. Session starts each profile at the first bar of its session or leg, growing to the right. Right puts the developing profile in the chart’s right margin, between the last bar and the price axis, growing right to left; its width is that margin (NinjaTrader’s right side margin in the chart properties), at most Profile Width %. Completed profiles always stay where their session traded.
3. Display
Show HistogramOn
The volume bars. Off leaves only the POC and value area lines and their labels. Same as Bars in the settings popup.
Profile Width %15
The longest bar as a share of the chart panel’s width, 5 to 80.
Show POCOn
The gold POC line.
Show Value AreaOn
The dashed VAH and VAL lines.
Show LabelsOn
The POC, VAH and VAL price labels.
Show Completed ProfilesOn
Draws past sessions. Same as the History toggle in the settings popup.
Historical Session Count5
How many recent completed sessions are drawn, 1 to 50. Same as the Sessions button on the pill. On a swing-leg anchor it counts legs. On a Publisher it also sets how many past sessions are loaded and shared.
Profile Opacity %60
Opacity of the developing profile’s bars, 10 to 100.
Historical Opacity %30
Opacity of completed profiles’ bars, 5 to 100.
POC Line Width2
1 to 5 pixels.
Extend Prior Value AreaOff
Draws a past session’s VAH, VAL and POC from the start of that session to the right edge of the chart. Same as Prior VA in the settings popup.
Prior Value Area SourcePrevious
Previous: on the Current anchor, the session before the one showing; on any other anchor, the previous trading day’s NY session. Overnight: the last overnight session, 18:00 to 09:30, which needs the 24-hour (ETH) template.
Prior VA Fill %0
A faint band between the prior VAH and VAL, 0 to 40. 0 draws the lines only. Takes effect on reload (F5).
4. Colors
Color ThemeFlowForged
For dark charts: FlowForged, Classic, HighContrast, Neon, Ember, Glacier, Obsidian and Stealth. For light charts: Blueprint and Terminal. Picking a theme sets the six colors below and both opacities. Custom keeps the colors you set.
Ask (Buy) Volume / Bid (Sell) Volumesteel / amber
Buy and sell colors in BS mode, and the net delta colors in Delta mode.
Total / Neutral Volumeslate
Bars in Vol mode, and trades between the bid and ask in BS mode.
POC Line / Value Area Linesgold / sky blue
The POC line and label, and the VAH and VAL lines and labels.
Session BackgroundTransparent
Shades the session’s time span, top to bottom, at 8% opacity. Glacier, Blueprint and Terminal set one.
Swing Linegray
The line joining the swing points on a swing-leg anchor.
Prior Value Areapurple
The prior value area’s lines, band and labels.
5. Swing legs
Swing Strength Left / Right1 / 1
How many bars before and after a swing high it must clear (a swing low mirrors it); 1 and 1 is the 3-bar fractal. The right count is also how many bars a swing takes to confirm. Takes effect on reload (F5); a Viewer shows its Publisher’s legs.
Show Swing LineOff
Joins the swing highs and lows the legs run between. Same as Swings in the settings popup.
Multi-chart relay
Volume Profile needs Tick Replay to build past sessions, and Tick Replay is heavy on a busy execution chart, more so on every chart that has it. The relay runs it on one background chart; every other chart of the instrument draws the session profiles from what that chart shares.
PUBLISHA 1-minute chart on the 24-hour (ETH) template, with Tick Replay on and enough days for its Historical Session Count
→
VIEWERAny chart of the instrument, any timeframe, no Tick Replay: its own session, mode, rows and value area
The Publisher builds all four sessions and both swing-leg sets at once and shares every profile: the ones still developing, and the completed ones it keeps. A Viewer draws the session it has selected, over its own bars, so each chart picks its own anchor, display mode, Ticks per Level, Value Area %, history count, placement and colors. A Viewer on an RTH chart shows the NY session; London, Asia and Overnight need ETH bars on the chart that draws them.
0. Multi-chart relay
RoleStandalone
Standalone builds and draws on this chart, as before. Publish needs Tick Replay: it builds all four sessions, draws its own profile and shares them with Viewers; without Tick Replay it stays Standalone and says so in the Output window. Viewer reads no ticks and needs no Tick Replay.
Relay channelblank = auto
Blank uses the instrument root. A Viewer on a micro pairs with the full-size contract by itself (MNQ to NQ, MES to ES, MGC to GC, MCL to CL, M2K to RTY, MYM to YM), so publish on the full-size contract. A Publisher on a micro needs the same name typed on the Publisher and its Viewers.
On the Publisher, set Historical Session Count to the most any Viewer will show: it decides how many past sessions the Publisher loads and shares.
The Viewer pill ends with a status badge:
● NQ (green): live, the Publisher was heard from in the last 10 seconds.
NQ 15s, NQ 2m (amber): the Publisher is registered but quiet: a frozen chart, a dead feed or a closed market. Its profiles stay on the chart.
NQ LOAD (blue): the Publisher’s chart is loading its history, after opening, F5 or a dropped data connection. Its last profiles stay on the chart until it is live again. Shown for up to 20 minutes.
NQ WAIT (amber): a Publisher is live but has nothing to share yet.
NQ MONTH (amber): the Publisher is on a different contract month than this chart, so its profiles would sit at the wrong prices. They are hidden until the two match.
NQ CACHED (grey): no Publisher yet, so the Viewer shows the copy saved to disk, if it is under 3 days old.
NQ OFF (red): no Publisher on the channel. Profiles left by a closed Publisher stay for up to 3 days.
PART after any of these: this chart’s Historical Session Count is higher than its Publisher’s, so only the sessions the Publisher keeps are shown.
How the relay works across Session Levels, Volume Profile, Hammer, Range Engine, Delta Profile, Refine and HTF FVG, and why it keeps the chart you trade fast: the multi-chart relay guide.
Toolbar
Session, mode and history change from one pill, with no dialogs and no reload. The Master Switch shared by the FlowForged tools also hides the profile.
VPRONow · NYBSSessions: 5
As it sits on the chart, default settings. On toggles in teal, off in grey.
VP·VIEWNow · NYBSSessions: 5● NQ
The Viewer pill: the same controls for this chart, plus the relay status badge.
Power turns the session profile on or off. Ticks keep accumulating while it is off.
Now · NY shows the anchor: Current, here on the NY session in progress. Click to cycle Current, NY, Asia, London, OVN, 15m Legs and 1H Legs, or hover to pick from a list.
BS shows the display mode. Click to cycle Vol, BS and Delta, or hover to pick.
Sessions: 5 opens a box to type how many completed sessions to show, 1 to 50. On a swing-leg anchor it reads Legs: 5.
On a Viewer the pill reads VP·VIEW and ends with the relay status badge. Every control sets this chart only; the Publisher keeps building every session and both swing-leg sets.
The gear opens settings: Placement (Left, Session or Right), Active Opacity (30, 50, 60, 70 or 85%), Value Area % (60, 68, 70 or 80), toggles for Bars, POC, VA, Labels, History and Swings, and Prior VA (Off, Previous or Overnight).
The Master Switch pill at the top right of the chart can also hide every FlowForged pill on the chart with its Tbars button or Ctrl+Alt+T.
Requirements
Platform
NinjaTrader 8 on Windows. No Order Flow+ subscription required.
Data
A Level 1 feed (Rithmic, CQG, Kinetick and others).
Tick Replay
Turn on Tick Replay in the chart’s Data Series (first enable Show Tick Replay under Tools > Options > Market Data). Without it, the profile builds only from live ticks received after the chart loads, and no past sessions are drawn. With the relay, only the Publisher chart needs it.
Trading hours
A 24-hour (ETH) Trading Hours template, so the London, Asia and Overnight windows are on the chart. With the relay, the Publisher needs it; a Viewer on an RTH chart shows the NY session.
Time zone
Any NinjaTrader time zone. Session windows are converted to New York time, so you do not need to change it.
Chart
Any timeframe. Load enough days to cover the Historical Session Count.