Thx for your answer, I know how Zorro stores the data, and I wrote a while ago a C++ API for downloading historical quotes from Oanda, so I know how Oanda is storing the date of each 1M Bar, it is a string under the format yyyy-mm-ddTHH:MM:SS.000000Z, as I could not find any 1M Bar on EURUSD from Oanda having a number of seconds different from zero but also down to the number of microseconds, I am having some doubts on how Zorro is making the conversion from string to double. All the downloaded 1M Bars from Oanda should show 0s and 0 microseconds in their date and so when asking for 4H Bars they should be perfectly aligned and not as such.
By the way fyi one second is 1e6 microseconds and not 1e3, this is milliseconds...