Hi AdamWu, there are two possible reasons. Either the market was down at the time and data indeed not available or (more likely) there are different asset names in the Z12 script and in your broker account.
In the second case, you need to use the „Symbol“ parameter in your AssetList. Here the example line of the asselist.csv, for my former broker, where I experienced this mismatch:
NAS100,9994.70,1.40000,0.0640,-0.1577,0.10000,0.008798,0,20.000,0.10,0.000,1US100.eu

While in Z12, the asset name was NAS100, the broker uses 1US100.eu .

You need to use the Z12 asset name and the broker asset names put in the “symbol” column.

Read this part of the manual, to fully understand the issue: https://zorro-project.com/manual/en/symbol.htm