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OmniTrader Pro Technical Support
No Forex Data from OmniData Feed 		Last Activity 4/23/2025 7:30 PM
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Jim Dean

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Subject : No Forex Data from OmniData Feed
Posted : 11/30/2020 6:40 AM
Post #31320
As of 7:30 this morning, I'm getting 15min bars just fine for stocks, but Forex pairs such as GBPUSD show a blank screen ... same profile. I've tried using the ToDo data gathering, and also tried right click > Reload on chart.

Is anyone else able to get Forex Pairs 15min or other intraday data from OmniFeed this morning?

[Edited by Jim Dean on 11/30/2020 6:42 AM]

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hafnium

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Joined: 6/3/2006
Location: Vienna, VA 22182

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Subject : RE: No Forex Data from OmniData Feed
Posted : 11/30/2020 8:59 AM
Post #31321 - In reply to #31320
Hi Jim
I have been receiving 2 min Forex data continuously since 1:30 am EST for the all major USD pairs (eur/usd, audusd, gbpusd, usdcad, usdchf, usdjpy). Its now 10:00 am EST.

When I turned on the machine last night none of these pairs backfilled, but OT started collecting new data when started.

LD
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Jim Dean

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Joined: 3/13/2006
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Subject : RE: No Forex Data from OmniData Feed
Posted : 11/30/2020 9:10 AM
Post #31322 - In reply to #31321
Aha.
I need the backfill. Doing some massive testing.
Just completed the test on IQ Feed for FX … 100k bars for 47 symbols.

Testing checked whether N “ticksize” info is correct. Several symbols had one too few decimal places in TickSize, compared to the actual data series. TickSize impacts round off and precision of output. Needs updating. I’m sending info to Cose thru Barry.

Also, found several symbols that require a full 7 significant figures (ie 12.34567 or 123.4567 or 0.1234567 etc) to accurately represent the price. Native OT functions are afaik Single Precision calc’s. So, if any math operations (+-/*) are done with the prices, that creates round off error - which can effectively strip off a digit or two. The solution is for N to convert the function Return values to Double precision, and use double precision variables internally.

And of course correct the TickSize values.
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