From 2019-06-03 02:00:00
To 2019-06-04 02:00:00
Security Type Forex
Market FXCM
Resolution Hour
Status Waiting Review

1. FXCM data is missing over this period for both the Research Environment and in the Algo Lab. (In the Algo Lab, Oanda is correct, though.)

2. In the research enviroment the missing data is replaced by FillForward. However, the "AddForex()" function won't allow FillForward=False. If this is intended then I request that it be allowed, as I can't think of any cases when fill forward is good idea. If this request should be made somewhere else, please let me know.

3. In the attached notebook using Market.Oanda and Market.FXCM retrieves identical data (actually FXCM data). Please tell me if I'm not using the statement correctly. If I am then I request a fix as soon as possible, as I want to use Oanda data (it has reputation for being more accurate, as this case highlights). If this issue should be raised somewhere else, please let me know.