JCL,

IT IS NOT ONLY ABOUT FXCM!

I reported exactly this "wrong bar timestamping" problem for IB and it had been fixed. "Bar aggregation problem" has been ignored-publicly- but fixed silently.

Now, it turns out that FXCM AND MT4 plugins have exactly the same timestamping problem (with historical data).

And bar aggregation to 5-min on the just loaded data from an MT4 broker looks like this:
(v 1.78.5)
[6: Fri 18-02-02 08:04] (0.73706)
[7: Fri 18-02-02 08:05] (0.73707)
[8: Fri 18-02-02 08:06] (0.73707)
[9: Fri 18-02-02 08:07] (0.73708)
[10: Fri 18-02-02 08:08] (0.73687)n ETtime=308, 0.73694 0.73724 0.73686 0.73687

[11: Fri 18-02-02 08:09] (0.73671)
[12: Fri 18-02-02 08:10] (0.73643)
[13: Fri 18-02-02 08:11] (0.73644)
[14: Fri 18-02-02 08:12] (0.73636)
[15: Fri 18-02-02 08:13] (0.73634)n ETtime=313, 0.73687 0.73688 0.73627 0.73634

Or - on AUD/USD data supplied with Zorro

[2861: Tue 17-05-09 22:47] (0.73499)
[2862: Tue 17-05-09 22:48] (0.73503)
[2863: Tue 17-05-09 22:49] (0.73504)
[2864: Tue 17-05-09 22:50] (0.73497)
[2865: Tue 17-05-09 22:51] (0.73515)n ETtime=1851, 0.73517 0.73517 0.73492 0.73515

[2866: Tue 17-05-09 22:52] (0.73508)
[2867: Tue 17-05-09 22:53] (0.73508)
[2868: Tue 17-05-09 22:54] (0.73496)
[2869: Tue 17-05-09 22:55] (0.73500)
[2870: Tue 17-05-09 22:56] (0.73490)n ETtime=1856, 0.73515 0.73519 0.73489 0.73490


But the same script (TimeFrame=5; if (frame(0)) printf(..) works as expected on data from IB!!

I also find it weird that Support refuses to read the forum.
At least, this has been my experience.

One has to waste time re-packaging the message,etc instead of just sending a link to the thread. And messages to you on the forum are normally well laid and problems properly documented.