There is a bug in loadHistory when loading new pairs that aren't subscribed yet. So subscribe the pair in the TS before loading its price history.

And there was also a tiny piece of information missing in the manual: Prices are only downloaded once. When the price history is already found in the History folder, nothing is downloaded, except for the current year to which new prices are appended. So you have to delete first a price file from the history folder before you can download it again.

There is, as to my knowledge, no difference between a FXCM demo and real account in price history.