Hi guys, I'm trying to build up my own market profiles using excel - i've got something working now which, to me seems pretty good, and uses a massive array like a matrix. Anyway, my question is about the actual tick data from which I'm building my profiles. I get my data from reuters but my profiles didn't match those produced by CQG - I'm looking at eurex, specifically the Bobl. Now I've tracked this down to the tick data from reuters which seems a bit odd and just wondered if anyone here knows how CQG goes about building their profiles. On 29/12/2003 from 2:30-3 london time the market drives down to form a double distribution day. However when the market moves from the top distribution to start forming a new one below there are gaps in the prices from reuters. So it goes like 78,77,68,71,64,68,69,63,62,63,57, etc. but my problem is that 76 never trades according to reuters - is that really possible? I guess so in a fast market, but CQG has this as a print for that period and I've tripled checked the reuters and it's not there. So in CQG do they not allow gaps? I ask since this mucks up the TPO count and will then muck up the calculation for the value area. Has anyone here actually built a market profile from scratch and have they had any problems like this and how did theirs compare to those commerically available? Many thanks, Neil.