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Oanda practice server volume always at zero
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Hi Traders,
I use the demand index indicator in my strategy that require forex trade volumes.
Everything works as expected during backtesting with the Oanda data store, however when I
switch over to live in the practice server the volume field is always zero.
If I switch back in time to cover the same time period as backtest the volume field is populated.
There are discrepancies in the OHLC data too between backtest data and live.
Sample from my logs
LiveDATA NOTIF: DELAYED DATA NOTIF: LIVE 2021-02-12 15:56:00, o 1.38478 h 1.38490 l 1.38468 c 1.38474 v 0 2021-02-12 15:58:00, o 1.38477 h 1.38491 l 1.38452 c 1.38468 v 0 2021-02-12 16:00:00, o 1.38470 h 1.38489 l 1.38468 c 1.38478 v 0 2021-02-12 16:02:00, o 1.38468 h 1.38488 l 1.38451 c 1.38481 v 0 2021-02-12 16:04:00, o 1.38484 h 1.38487 l 1.38460 c 1.38461 v 0 2021-02-12 16:06:00, o 1.38458 h 1.38476 l 1.38447 c 1.38447 v 0 2021-02-12 16:08:00, o 1.38450 h 1.38474 l 1.38447 c 1.38457 v 0 2021-02-12 16:10:00, o 1.38448 h 1.38479 l 1.38448 c 1.38458 v 0 2021-02-12 16:12:00, o 1.38459 h 1.38483 l 1.38459 c 1.38482 v 0 2021-02-12 16:14:00, o 1.38483 h 1.38522 l 1.38472 c 1.38504 v 0 2021-02-12 16:16:00, o 1.38494 h 1.38496 l 1.38462 c 1.38493 v 0 2021-02-12 16:18:00, o 1.38491 h 1.38500 l 1.38467 c 1.38498 v 0 2021-02-12 16:20:00, o 1.38496 h 1.38498 l 1.38467 c 1.38470 v 0
Note : above volume field is always 0.
From BacktestDATA NOTIF: DELAYED 2021-02-12 15:56:00, o 1.38475 h 1.38489 l 1.38450 c 1.38466 v 172 2021-02-12 15:58:00, o 1.38468 h 1.38490 l 1.38465 c 1.38476 v 129 2021-02-12 16:00:00, o 1.38473 h 1.38486 l 1.38449 c 1.38479 v 94 2021-02-12 16:02:00, o 1.38482 h 1.38485 l 1.38458 c 1.38459 v 77 2021-02-12 16:04:00, o 1.38457 h 1.38474 l 1.38445 c 1.38445 v 123 2021-02-12 16:06:00, o 1.38448 h 1.38473 l 1.38445 c 1.38455 v 66 2021-02-12 16:08:00, o 1.38448 h 1.38479 l 1.38444 c 1.38456 v 50 2021-02-12 16:10:00, o 1.38457 h 1.38481 l 1.38457 c 1.38480 v 75 2021-02-12 16:12:00, o 1.38481 h 1.38520 l 1.38470 c 1.38502 v 122 2021-02-12 16:14:00, o 1.38499 h 1.38499 l 1.38458 c 1.38491 v 74 2021-02-12 16:16:00, o 1.38489 h 1.38498 l 1.38465 c 1.38497 v 81 2021-02-12 16:18:00, o 1.38494 h 1.38496 l 1.38465 c 1.38468 v 68 2021-02-12 16:20:00, o 1.38465 h 1.38465 l 1.38435 c 1.38441 v 54
Note : above volume field is populated.
Has anyone else faced or come across this issue?
Any help appreciated.