I've made some small modifications to the scripts and nothing changes regarding T1 data but I recommend re-creating all T6 data from scratch. There are two reasons for that:

• The previous version of the conversion script stored opening tick spread in fVal variable while Zorro uses the previous bar's closing price for trade entry. So now the closing tick spread is stored instead.
• The timestamps of T6 minute bars are now shifted by a minute. My understanding of the issue is that because FXCM's opening / closing prices are overlapping the candles' minute boundaries Zorro uses closing price of H:M:00 candle for entry / exit at the time H:M:00 while with T1 data it uses the previous candle (M-1). Therefore with (non-overlapping) data from other sources the trade entries / exits are up to 60 seconds late which is unnecessary and in certain situations it can create big differences in test results. For more information see this thread: Why are T1 and T6 results so different? (no SL/PT/Slippage...)

If you use the FXCM data downloaded from Zorro's website I recommend re-creating the T6 files as well either using Zorro's T1 data or using tick data downloaded from FXCM.

The good news is that with these changes you should be able to achieve exactly the same test results using T1 and T6 data if you enter / exit at the end of M1 (or higher period). If you use stop loss, profit targets or something like that the results might still differ.

Here's the modified Python script: convert.py
Plus the modified Zorro script: ConvertData.c