The FXCM data feed for MarketScope does not show gaps in price action. In fact the open of a bar/candle is always the exact same price as the close of the previous bar/candle. This is not what happens in real life. Whether this is a bug or a feature, is not clear. The problem might get fixed by FXCM at some point in time. However, in the interim this indicator will re-construct the bars/candles from the tick data, and so generate proper open/high/low/close values. With this indicator the gaps are now present, and furthermore the indicator will automatically highlight any gaps bigger than a specified size.
Price gaps (micro-gaps, weekend gaps, etc.) are vital trading clues for the informed trader, giving indications of market strength and weakness, depending on the type of gap.
On a very liquid instrument like EUR/USD, gaps of 1or 2 pips rarely occur during normal trading hours. Only during the weekend, or during a news event are gaps of 2 pips or more evident. However, some CFDs, like UK100 or GER30 will often show gaps every session open. Additionally, because they do not use fractional pricing and also have lower liquidity, gaps can also appear in normal trading. Such gaps are sometimes called micro-gaps (as they are only a pip or 2). Micro-gaps can give a good indication of aggressive buying or selling.
This indicator is available from my blog for a small fee. I also include some educational material on gaps, as well as chart and trade examples on my blog.