Did you left the chart opened when you switched data feeds? If you load historical data for 6/27 from PFG, it should not overwritten by data from Zen-Fire once you connect to Zen-Fire. I tested this on my end and it worked as expected - once I connected to Zen-Fire and I had historical data available for the previous days, it only loaded data for today.
I suspect the delayed feed will provide real-time 10 minutes later than normal. I suggest to address the inquiry to BarChart. They will be able to clarify their delayed feed and how it functions.
If you make use of it in combination with Zen-Fire and you disable historical data for Zen-Fire, it can result in a gap as you conclude, providing the delayed feed functions as we assume.
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