The PRELOAD flag was set and historic price data was available. Zorro read 910 hours price data from its history files and downloaded additional 111 hours price history from the broker's server. For portfolio strategies the number of downloaded hours can differ from asset to asset."
These messages however are generated by Zorro. You say that your files are up to date, but it looks like zorro disagrees. Also, are you running with BarPeriod 1? If not, then the historical bars consumed is probably not as bad as you think.
