Aggregated Fixed Range Volume Profile

An aggregated multi-exchange fixed range Volume Profile is a high-precision positioning tool built to reveal where real inventory has been established across the broader derivatives market — not just on a single exchange. By aggregating executed volume and order-flow data from multiple venues into one unified distribution, it provides a far more accurate structural read on where true acceptance and rejection formed within a move.

The fixed range functionality allows you to manually anchor the profile to any event leg you want analyzed. This could be a liquidity sweep, displacement impulse, distribution top, accumulation base, or any expansion phase where meaningful size transacted. Once the range is selected, every contract executed within that window is captured and distributed across price — forming a complete volume-based inventory map of that positioning phase.

If price leaves the range without revisiting key levels, the structure remains projected forward. Untapped profiles stay extended into the future, preserving the original positioning footprint until the market comes back to interact with it. This creates a live roadmap of unfinished business and potential rebalance zones.

What brings this aggregated model in line with the VWAP framework is the embedded order-flow intelligence layered inside the selected range:

• **Total Volume Traded** — Displays the full aggregated size executed within the anchor window, showing how much participation actually built the move.
• **Delta Traded** — Reveals the net aggressive buying vs selling that shaped the structure, helping distinguish initiative drives from absorption.
• **Point of Control (POC)** — Marks the price where the highest concentration of aggregated volume was transacted — the clearest institutional cost concentration.
• **Value Area (VAH / VAL)** — Defines the primary acceptance range where the bulk of inventory was established.
• **Distribution Curve** — Highlights HVNs as acceptance zones and LVNs as rejection or inefficiency pockets.
• **Inventory Context** — Shows where participants are most heavily positioned and whether they sit in profit, drawdown, or defense.

If the range remains untapped, the data inside it — including total volume and net delta — stays visible, allowing traders to continuously reference the strength and intent behind the original positioning event.

In execution, this tool is used to:

• Map true multi-venue acceptance and rejection
• Track institutional inventory concentration
• Frame rotational vs continuation environments
• Validate impulse strength through aggregated participation
• Anticipate reaction zones when price revisits untapped structure

It transforms traditional fixed range profiling into a global positioning framework — aligning price with where the market actually built size across exchanges rather than relying on isolated venue feeds.

Shoutout 999 and DaniK the coder for pushing aggregated tooling to institutional standards.