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    Oanda practice server volume always at zero

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    • A
      anil last edited by

      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
      Live

      DATA 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 Backtest

      DATA 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.

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