I just noticed today while running some tests that my EURUSD data (and possibly others) have a gap. Look between the months of June and July) I'm 100% sure this is something I probably caused myself. But here are my questions for you:

1) Do you know what I could've done to cause this?

2) How would I know this if I didn't accidentally notice it? Can Zorro throw up some sort of sanity check warning? Maybe that could be a function?? For example before running a backtest I'd like to know if there is any gap in my m1 data greater than 48 hours (weekend), that would definitely be abnormal.

3) How do you recommend I fix this gap? Delete and redownload the .bar files? How can I check the other .bar assets to see if they have similar problems?

Thanks

I would try the option you listed at 3). You don't have to delete the files, you can move them to a different folder first and delete them after the problem has been solved.
I'm sorry I can't help you on the other points.

Hi Dusktrader,

I would delete/move the *_2003.bar files, and then run the download script (remember to comment in / out the code line to download only 2003)

The 2013 EUR/USD price data has indeed a gap. The download script does not help, as the gap is already in the original data on the FXCM price server. We'll contact FXCM about that problem and will provide a gapless file.

Wow, I was sure not expecting you to say that. So this is an FXCM issue?

I still think it would be good if there was a way for Zorro to detect this. Even if it was a separate script I could run to verify no excessive gaps in (any) data.

Thanks

Yes. We have a gap detector software here, but I was too stupid to test the recent 2013 data, so the gap went unnoticed. AUD/USD has a similar gap, the other price files are ok. A gap detector will be implemented in the next Zorro version.

Great! and no worries, I would never call a scientist "stupid" LOL