We received today several data files and logs from various users with bar issues. So, no need for Zheka's mystery data anymore.

No bar aggregation problem could be found with any of the received data files. So we must still conclude that Zorro bar aggregation is fine.

As to FXCM, it is clearly stated in the API manual that the time stamp is the bar start. However, we received today 2 different FXCM .t6 files, both also different to our own .t6 file, so it appears that the FXCM servers have slightly different history files. Maybe they are generating them local. We will look into this. Until then we will stick to treating FXCM time stamp as bar start.

As to MT4, when we developed the bridge we received a description by MetaQuotes how historical bars are generated. From this description the time stamp is the bar end. We'll contact them again for clarification. Inbetween, if you want to treat it as start time, just edit the Zorro.mq4 and add 60 to the iTime return value. Maybe we'll make this optional.

That's all info that I have about bar aggregation issues and worries.