Hi pcz,

I am having some problems with the scripts. Specifically, the zorro script seems to be the problem. Tick files are successfully reversed by the python script, zorro is opened, the ConvertData script is called and then Cygwin just hangs.
I tried letting it run overnight but it did not complete.

Can we attach images here somehow so I can post a screenshot of cygwin?

Regardless, this is the output in the cygwin terminal:
$ python convert.py
Period: [0, 1], Time shift: 0, Price to use: ask
convert_all_files
E:/FxData_tickstory/AUDCHF_tick.csv
Reversing file lines...
E:/FxData_tickstory/AUDCHF_2017.csv
D:/Users/BobTewilliger/Zorro/Zorro.exe ConvertData -run -i 2017 -i 2017 -a AUD/CHF -d TCK
E:/FxData_tickstory/AUDCHF_2017.csv
D:/Users/BobTewilliger/Zorro/Zorro.exe ConvertData -run -i 2017 -i 2017 -a AUD/CHF

I'm running windows 7, 6700k, 16gb ram (so it shouldn't be a memory issue). Python v3.6, most recent cygwin (downloaded week beginning 26th June), Zorro v1.58. I've been testing the scripts on the past months worth of data for efficiency reasons though using a year or twos worth of data results in the same thing, it just hangs.

Cheers,
BobbyT