I used the data files supplied on download page and I made sure that they contained volume using the free z-editor. I couldnt get any data using marketVol() in the Test mode. As far as I am concerned it doesnt work in Test mode and I spent a good amount of time trying to get it to work. I had to create a new asset and put the volume data within the price values in order to retrive them.
Too bad that marketVol() is available in trade mode in Zorro S only. I really wanted to test my strategy on a demo account. It would have made it an easier decision to invest in Zorro S, but now I have to look into alternate platforms.