BUG: Low[] and High[] rounding error with FX

[burnzau]

Hi team,

I have found a rounding bug with FX and the Low[] High[] array. To repeat this error, try and access the Low or High of a previous bar, for example Low[3] or High[4].

Continually accessing this same bar will yield different results, for example 1.3379 and 1.3380 are common, even though the high or low of a previous bar has not changed.

Could this be something to do with IB quoting to 5 decimal places? I.e. 0.00005

Thanks

[NinjaTrader_Bertrand]

Thanks for the report - which 'quote currencies in' setting are you using for IB? HalfPip?

This would be set under Tools > Options > Data.

[burnzau]

Thanks. My setting was on pip. I've now changed it to 1/10th pip and I think this may have solved the issue. Sorry you can delete this thread if you want.