@kzhao:

With LogLevel=6, tried Download SPY and got many lines like

Code
2021-09-17 03:51:55 | DEBUG | BorkerHisotry SPY start: 1609459200 end: 1631850714 nTickMinutes: 1 nTicks: 300
2021-09-17 03:51:55 | INFO | Alpaca Basic Plan. Adjust end to 1631849815
2021-09-17 03:51:55 | DEBUG | BorkerHisotry SPY start: 2021-01-01T00:00:00Z(1609459200) end: 2021-09-17T03:36:55Z(1631849815) nTickMinutes: 1 nTicks: 300


After a while the INFO lines stop and only the DEBUG lines show. No SPY file created.

Zorro version is 1.96.