Use case: as in pic 1, what I want to achieve is
- data series 1: to show RTH volume profile of NQ for all days
- data series 2: to show overnight volume profile of NQ for only previous day.
This chart setting is because overnight volume profiles do not show important info everyday, but it is only important for previous day.
The pic 1 is before the market start, and it looks like what I wanted it to be.
But after the market opens, as in pic 2, when new volume profiles are plotted, they are plotted mis-placed. I guess the logic of the code is "to plot the new volume profile after the last bar of previous session". This logic is fine only if there is only one data series in the chart. 
I think the logic should be changed to "to plot on the new volume profile on the first bar of current session."