sabgto: You don't need a broker account - Zorro just found that 2013 price data is missing. We'll upload it in short. Until then you can prevent the message by setting EndDate to 2012 in your scripts.

Maurizio: I'm still not sure if I understand the problem. Did Z12 continue trades from different systems, and then close them? Or did the trades just close by themselves, unrelated to Z12? The latter would be normal, as the recent price movements caused by the fiscal cliff issue would have stopped out many trades. The former would not be normal, as Z12 can not continue or close trades from Z1 or Z2.