I think pop-up empty window is fine. This works the same as original Download script that you have to write asset name and press "Load Yahoo Data" then. Try the the code snipet from Download_Y script as I modified a little. Naming of the CSV file didnt work for me in the original script, so I changed it.

Zorro should print something like this:

Download_Y compiling...........
FXCM.dll => FXCM plugin mounted
Login FXCM.. at UTC 06-08 12:10
Downloading TLT..
Parse Historyhistory.csv..
2017-06-07,125.239998,125.519997,124.790001,124.919998,124.919998,11951200
42893.00000000 125.2400 125.5200 124.7900 124.9200 11951200.0000 .
2017-06-06,125.690002,125.870003,125.400002,125.519997,125.519997,12841500
42892.00000000 125.6900 125.8700 125.4000 125.5200 12841500.0000 nTLT 3741 records read from YAHOO