Hi Valeria,
Thanks for your time.
The symbols were AUD/JPY and GBP/JPY on the m5 timeframe. Though I have seen the problem in the past on other symbols and timeframes as well.
The gap appeared over the weekend when I was able to reconnect. I'm quite sure it has something to do with weekend maintenance of the price servers. I have also had this happen in the past on both live and demo accounts over the same weekend, so it is not environment specific. I also run my live account on a VPS and my demo on my laptop, so it is not machine specific either.
The problem is still not fixed per-say. The chart right now for AUD/JPY still contains the gap, however, if I open a new chart for AUD/JPY the data is fine. Additionally, if I change timeframes and go back, it loads fine.
So the problem is that at some point over the weekend, a week of price data went missing. After the market has opened, forcing the charts to refresh updates the data and resolves the problem. If the chart is not updated, then the data will still be missing. I can only assume is the same for a price subscription in a strategy.
I'm sure restarting Trading Station manually at the start of the week will fix the issue, but that goes against the goal of automated trading.
Oh one more thing. Only the charts where I had "zoomed out" a lot have the issue. I.e. if the price data from 2 weeks ago goes missing, you need to have zoomed out at least 3 weeks to notice the issue. Charts that only had 1 week of history will not experience the problem because when you zoom out, it will request the data.
Let me know if you need to know anything else!
Cheers,
MooMooFX