I have the same problem previously too but it solved with the latest Zorro version 1.66.5. Not sure if your problem is the same.
I used 1.66.5 and got the same problem. Did I choose the wrong assets?
The zorro window shows XXXX as price and the box is red in the zorro window but the Ib gateway is window shows green connection
Trade: Dual_Momentum (NFA) 2017-11-02
Assets HistoryAssetsZ9.csv
Lookback period (580 bars) .
Download CSJ.US.. 2723 bars read
[638: Fri 17-11-03 04:00] (105.0500)
!Order Message:
BUY 1 XBI ARCA
Warning: your order will not be placed at the exchange until 2017-11-03 09:30:00 US/Eastern XBI-STK--0--SMART--USD
(XBI::L) Can't open 1@82.47 at 04:00:01
[SMH::L] Skipped: Lots 0
!Order Message:
BUY 2 ITB BATS
Warning: your order will not be placed at the exchange until 2017-11-03 09:30:00 US/Eastern ITB-STK--0--SMART--USD
(ITB::L) Can't open 2@39.98 at 04:00:01
!Order Message:
BUY 1 XLV ARCA
Warning: your order will not be placed at the exchange until 2017-11-03 09:30:00 US/Eastern XLV-STK--0--SMART--USD
(XLV::L) Can't open 1@81.31 at 04:00:01
