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This message normally occurs when your order defaults are set to trigger only during regular market hours. For example, if you submit an ES order on Globex at 8:00 PM, the order is held on IB's server until 9:30AM, and then submitted to the exchange. In TWS, you can set whether orders are...

Found a couple of cells with missing formulas. Fixed it. Use this one.

attatchment didn't take. 2nd try.

Here's a volume profile built in Excel. I don't use TS, so you'll have to figure out how to get your data into the file. Zip file includes the excel file, plus a word dcoument with some explanatory notes. babyG