OK, it turned out that it was not the last hour being corrupted, but actually the time period where market data appeared every day in the file was inconsistent. So one cannot just cut out a fixed time frame each day from the downloaded data. See my new post for details.

In symbol details, choose a session template "24/5". Then you will see the full day, regardless of when it actually trades. This will then be comparable to what Zorro downloads.

Ok, but don't we actually want to see only the market hours anyway?

Yes, we want. But the concept of 'hard' Sessions is absent in Zorro...

@JCL,
is it possible to make StartMarket/EndMarket (with some flag) physically restrict:
1) sampling of the data in TEST/TRAIN/TRADE modes
2) data retrieval from the datasources/brokers..

Thank you.

Yes, a Weekend flag for this is on our list.

Yes - for both 1 and 2? This would be very helpful indeed.

A 'Weekend' flag doesn't seem an 'intuitive' placeholder for such functionality though...

For 1 only. For 2 you can use a simple script that removes unwanted data out of a dataset.