Hello,

I am trying to compare historical data uploaded by Zorro with the one I can read in MetaTrader, my broker is FXCM.

When comparing hourly data using the following code :

function run()
{
StartDate = 20150511;
EndDate = 20150518;
asset("EUR/USD");
BarPeriod = 60;

printf("\n");
printf("%d %d %d %d %f",year(0),month(0),day(0),
hour(0),priceClose(0));
}

The results I obtained are very different. I know that MT4 shows the bid price whereas Zorro uploads the ask price but still the difference is pretty big.

My question is how does Zorro aggregate data ? When choosing 60 minutes period does it build a bar with 60 bars of one minute or does it aggregates only the one belonging to the same hour ?