From the manual:
http://zorro-trader.com/manual/en/loadhistory.htmhttp://zorro-trader.com/manual/en/data.htmQuandl data from the WIKI (stocks), CHRIS/CME and CHRIS/ICE (futures), BITFINEX and GDAX (Bitcoin and other cryptocurrencies) EOD databases are supported. Other Quandl databases in different formats can be downloaded with the dataDownload function. Quandl data loads fast and is of good quality. The Quandl key must be present in Zorro.ini.
So which Quandl database are you downloading from, exactly?