Check in this order

These causes explain the overwhelming majority of mismatches. The first is right far more often than the rest.

  1. Session coverageFull Globex versus regular hours only. On index futures this alone changes volume by a large factor and moves every profile.
  2. TimezoneEastern time with DST handling versus a fixed UTC offset. A one-hour error looks fine for half the year.
  3. AggregationThe same indicator with a different period, tick size or aggregation method is a different indicator. This alone explains most mismatches.
  4. Contract handlingContinuous, back-adjusted and front-month series produce different volume and different indicators on the same market.
  5. Data feedConsolidated versus exchange-specific feeds differ, especially on thin instruments and at the edges of sessions.
Change one thing at a time

Adjusting three settings at once and hoping one of them was responsible is how people end up worse off than where they started.

Specific symptoms

Volume profile looks different

Check session coverage first, then the price aggregation (tick size or number of rows). Two profiles on the same instrument with different tick grouping look materially different without either being wrong.

Bars present but volume is zero

Bars are drawn from price data; volume is delivered separately. A chart that draws with no volume means the feed provides quotes without trades, or volume is disabled for that instrument at the panel level.

Indicators shifted by one bar

Almost always a session boundary issue. If the platform starts the day at a different time, the first bar of each session differs and everything computed from it shifts.

DOM shows different depth

Depth feeds are exchange-specific and the number of levels varies by subscription. Two platforms showing different DOM depth on the same instrument are probably consuming different feeds, not one being wrong.

P&L differs from your broker statement

Check the contract multiplier. A missing or wrong multiplier on futures produces P&L that looks plausible and is scaled incorrectly. Also check whether fees are included on one side and not the other.

A quick verification routine

  1. Open a chart on a liquid instrument during market hours
  2. Confirm bars are present and the last bar is recent
  3. Confirm the first bar of the regular session starts at 9:30 a.m. Eastern
  4. Check volume on the session open is plausible for that instrument
  5. Compare one indicator value against the other platform using the same settings

Run this after any configuration change and once at each daylight saving transition. It takes under a minute.