Good detective work pipclown!

May I suggest that this gets investigated deeper, jcl, because this looks like a serious problem to me.

Also I'm now completely confused with all this ticks/bars terminology. So far I thought that Zorro's history files contained only 1 minute OHLC bars. If that's right, then the above script reveals that something is really not OK with the history data.

And I also thought that using the word 'tick' in Zorro is just play of words. The real tick in forex represents a price change. So every time bid and/or ask changes and there is a transaction, the tick records new (bid, ask) values plus the exact time when it happened. That translates to tens of ticks for every 1 min bar nowadays. I just don't see how all those ticks compressed could translate to most of the 1min bars with no wicks (as demonstrated by pipclown).

I might be wrong, and I'll soon run the tests to prove or disprove my theory, but something's very fishy here...