[thrunner]

For example if you are doing analysis using tick charts, the volume could be aggregated differently over time so that the volume data looks quite different. Attached please find comparison of two charts from TS, one @ES and the other @ES.D (day session version of ES continuos futures); the magenta arrows show some of the differences. If you apply some indicators based on volume, you will get quite different looking signals.

Even the candles looked different. However, using a time chart, the differences are absent (not shown).