Sorry I was missing the DWX:EUR/USD!DWX:EUR/USD in the Symbol, which fixed the FXCM bug. However I still have the same Zorro error. Now my AssetsArb.csv file looks like this:

Name,Price,Spread,RollLong,RollShort,PIP,PIPCost,MarginCost,Leverage,LotAmount,Commission,Symbol
EUR/USD_A,1.13239,0.00004,-1.21,0.69,0.0001,0.1,0,30.003,1000,0.3,DWX:EUR/USD!DWX:EUR/USD
EUR/USD_B,1.1014,0.00006,-1.03,0.34,0.0001,0.1,13,0,1000,0.6,FXCM:EUR/USD!FXCM:EUR/USD