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My praises for Omega were premature. They delivered the patch on time
but they have forgot to implement the inversion possibility in the
euro-patch so one cannot yet create Euro FX histories.
(It is not advisable to take XEU - ECU data for past data. It
contains GBP but GBP doesn't participate in Euro. So one needs to
convert DEM or any other Euro participating currency into Euros.
This however involves the need to invert the series since the dealing
convention changes from e.g. USDDEM to EURUSD)
I received today the following email after my complaint regarding
this patch:
"Dear Mr. Jacobsen,
I just spoke to the head of R&D and explained your request for the
inversion of the series. We will hopefully have a second patch as soon
as it can be implemented and tested.
Thanks again for your valuable feedback, "
I am holding my breath now.
Gerrit Jacobsen
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