I re-read the bars link but I'm not understanding. I also rechecked these in the manual:
https://zorro-project.com/manual/en/barmode.htm and this:
https://zorro-project.com/manual/en/asset.htm"By default, any bar must contain at least one price quote. When no price quotes arrive due to market inactivity, no new bars are created."
From the above, my understanding is that if there is no trade activity at a specified interval, Zorro won't generate a bar there. Since the asset I'm using has some gaps, I checked the same day from my first post and found this:
https://imgur.com/a/bVE0nagZorro is generating a bar at 17:58 & 18:00 since there is trade activity (indicated by the history on the right side). Since there is no trade activity at 17:59, and I didn't set BR_FLAT, I expect there to be no bar generated at 17:59 (and there
isn't, so this is good).
However, why then is Zorro generating a bar at 0630 (1330 UTC as shown in the first post's picture)? It doesn't generate bars in between the times I specified in Start&EndMarket if there was no trade activity, but it's consistently generating a bar at Start Market (0630) when there is no trade activity at 0630.
The only thing I could find that might be related to what I'm trying to fix is this:
https://zorro-project.com/manual/en/asset.htm "When a subsequent asset has a gap where the first asset has none, the gap is filled with price data from the previous bar... For avoiding this, use the BR_FLAT flag or don't combine assets with different market hours."
From the code I posted above though, I've only called a single asset. Also, I'm not sure how using the BR_FLAT flag would avoid filling price data gaps. From my understanding, setting BR_FLAT would result in gap fills. In the picture below, I used the code I posted above but added BR_FLAT.
https://imgur.com/a/OEBwovj Zorro generates a bar at 17:59, from data at 17:58, which makes sense since the manual said this would be the result. However, I wanted to avoid that, which is why I didn't have it set in the first place.
