Hi Andrew,

Thank you very much for your help. I am using the GapFinder.c script to see the data and the gaps:

Code
// Display gaps in historical data.
// Red lines = gap length in days. 

function run()
{
	StartDate = 2012;
	LookBack = 0;
	set(PLOTNOW);
	BarPeriod = 1;
	asset("BTCUSDT");

	var m = minutesAgo(1);
	plot("Gap",m/(60*24),NEW,RED);
	//plot("Gap1m",m/(60*60*24),NEW,BLUE);

	}


I attach some examples:

Capture 1: You can see a big gap between Apr 16 20:00 and Apr 18 23:00... more than 2 days.

Capture 2: Same data (same .t6 file) on "Z History Editor". You can see that data from Apr 16 to Apr 18 is already there.

Capture 3 and Capture 4: Same data but in Z history editor grid view (at 20:00 and 00:00 of Apr 16)

Data is from Binance Futures plugin (the new Zorro plugin) and I downloaded using the default Download Script, connected to Binance production endpoint (wss://fstream.binance.com)

I try to upload also the t6 file but is not possible because its about 6Mb.

Attached Files 1.png2.png3.png4.png
Last edited by CpOo; 04/27/21 16:15.