Four Common Reasons that Long Term Charts (based on 30 minutes or daily periodicity) are not displaying correctly volume profile or other indicators
Reason Number 1: you are using the wrong "Daily" periodicity.
Please review this article to understand the difference between "Daily" Bar data and Daily bar data (1d*) built from tick or 1 minute data. You need to use the 1d* periodicity for displaying any kind of Composite Volume Profile on a long term charts.
Reason Number 2: the Chart viewing period may be too short
Right Click in the chart to open the Chart Preferences. Then confirm that the view period matches the length of time you want to view. Then check the periodicity.
Reason Number 3: you have not set the right data retention settings
Go to File > Preferences > Data > Historical Data. The Historical Data retention dialog is divided into three sections. We are going to look at the middle section. Assuming you are trying to plot a long term composite chart on @ES#, you would choose this symbol and look at the number of one minute bars that IRT is setup to retain. Make sure this number is large enough for your needs. If you download 2000 days of one minute bars, but IRT is only set here to retain 300, IRT will purge (delete) everything in excess of 300 the next time a session ends. So data you downloaded today, may not be there tomorrow.
Note : The top section of this dialog contains the Global retention settings for all symbols so don't make the change there, otherwise you are telling IRT to retain 2000 days for all symbols which is probably too much. For larger retention periods, it's best to adjust the individual symbol by using the middle section of the Historical Data dialog.
Reason Number 4: You may not have downloaded enough data in your database.
Now that the appropriate Historical Data retention settings have been done (Number 3 above), let's download. You can either right click in the chart and request a "Full Download" or hit Alt-D to bring up a download window and choose 1 Minute as the Periodicity and choose the number of days you'd like. I prefer using the latter method because a Full download retrieves more than the required data since it also downloads Daily and Tick Data based on your Historical Data Settings. Either way works.