When subscribe to a Bar-Feed using:
IFeedDescriptor fd = new TimePeriodAggregationFeedDescriptor(instrument, Period.ONE_HOUR, OfferSide.BID, Filter.WEEKENDS);
the filter setting seems to be ignored. Because I the following IFeedDescriptor is given to the listeners onFeedData method:
FeedDescriptor [dataType=TIME_PERIOD_AGGREGATION, instrument=EUR/USD, offerSide=Bid, period=Hourly, filter=NO_FILTER]
See the attached example to reproduce the issue.