does a tick volume profile show anything real?
Posted: Fri Oct 30, 2026 12:01 pm
A session volume profile on EURUSD often gets described as showing where the big money did its trading.
In fact it shows where a broker's feed ticked the most. Built from tick volume, each price level is weighted by how many quote updates landed there, not how many lots changed hands. Two brokers can print visibly different profiles for the same session.
Myth: so it's useless.
Reality: not quite. Tick counts and traded volume often move together in liquid markets, so the broad shape (a bulge where price lingered, thin areas where it ran through) tends to look similar across feeds. The shaky parts are the exact point of control and the value area edges. A half-pip shift in the peak matters when the target is 5 pips.
Myth: anchoring to a session is neutral.
Reality: Asian, London and New York each build a different profile, and where the session starts changes the picture. Whether the rollover hour is included can change it again.
A rough rule from people who use them: lean on the thick-versus-thin idea and treat exact peaks as soft.
Do you build profiles per session or per day, and does the peak match when you compare two feeds?
In fact it shows where a broker's feed ticked the most. Built from tick volume, each price level is weighted by how many quote updates landed there, not how many lots changed hands. Two brokers can print visibly different profiles for the same session.
Myth: so it's useless.
Reality: not quite. Tick counts and traded volume often move together in liquid markets, so the broad shape (a bulge where price lingered, thin areas where it ran through) tends to look similar across feeds. The shaky parts are the exact point of control and the value area edges. A half-pip shift in the peak matters when the target is 5 pips.
Myth: anchoring to a session is neutral.
Reality: Asian, London and New York each build a different profile, and where the session starts changes the picture. Whether the rollover hour is included can change it again.
A rough rule from people who use them: lean on the thick-versus-thin idea and treat exact peaks as soft.
Do you build profiles per session or per day, and does the peak match when you compare two feeds?