It looks like this all over

https://i.imgur.com/xlpU6IY.png

This example is the EU50 index.

Hopefully you aren't using them in a live setting?
I saw a red flag right away once I was reading their API issues.

https://zorro-project.com/manual/en/oanda.htm

I was going to use it for backtests but that's out of the question then I guess...

I did read that manual page but when it said "small gaps" I thought it meant some gaps every couple months, I didn't assume the data would be completely unusable.

I haven't found any gaps looking at the historical data in the charts on the Oanda web platform... They clearly have this data.

Do you have the same issues on their MT4/MT5 platform?
Personally I would prefer broker access this way, since MT is on the market for a long time and has auto-updates.

That data does look ok to me. Flat lines and gaps are normal on holidays or when the market is closed.

Used the Oanda data for training, testing and trading currencies and cfd for the last 4 years. They seems to me pretty good compared to other broker Ciao

Oh well... I just realized that index CFDs don't trade around the clock during weekdays.

Don't know why I assumed that.

Ah wait, so that long flat period in the beginning must be Christmas.
I assume only the charts have been extrapolated?