Neither - there is no known issue with downloading prices. We do that all the time. Of course the prices must be available, you can not go back indefinitely.
I stand corrected -- it worked! I tried simplifying the Download.c script to just a few key lines and made sure the asset didn't already exist in the history folder.
One thing that may have been the issue before (not sure) is that I may have tried over a weekend. Could be that the feed was down?
Download compiling.............
FXCM.dll => FXCM interface opened
Login FXCM... at UTC 23.07. 18:21
Loading AUD/CHF 2012 history.. 371968 min, gap 4897 h, gap 35785194 bars
Loading AUD/CHF 2011 history.. 370622 min, gap 13701 h, gap 35785217 bars
No AUDUSD prices
Logout.. ok
Time 00:27:28
Btw, how much is "too much" in the gap. In other words, at what point should I be worried about a gap in prices?
I'll proceed now to download all the rest of the assets and advise if any abnormal issues.
THANKS