What is Volume Profile?

Volume plotted by price instead of time — and why it matters.

Volume Profile plots volume by price instead of by time — a horizontal histogram showing how much actually traded at each level.

Long bars = High Volume Nodes (acceptance); short bars = Low Volume Nodes (rejection). The longest is the VPOC.

Where Market Profile measures time at price, Volume Profile measures volume at price. It answers a sharper question: not just where the market lingered, but where real business — size — actually changed hands.

AlgoPloy computes volume profile in the same Rust core as the rest of the order-flow stack — one normalized tick stream, one pass.