This info in the manual was in fact outdated. Zorro does not call BrokerHistory2 when no volume is available. The volume is then zero.

Also, the volume is not strictly volume per minute anymore. It is up to the plugin what's returned in the fVol and pVolume parameters. It can be volume per minute, trade volume, quote volume, tick frequency, or anything that has something to do with supply and demand that asset. It should only be consistent in history and live trading.