nvine's post is correct- it's not a bug it's a feature....
That stated, I demoed all the MT4 brokers I could detect, and IBFX and FXDD had awful data feeds. Perhaps their live statistics was better, but that's why we demo.
I'd noticed the exact same problem once I looked at the 1 minute charts, found a post similar to the one nvine posted, however when I assessed against other brokers' data ( MT4 and non-MT4) there were really a lot of holes never explained by the way MT4 handles tick data. I'm currently with MIGFX, who, all other things being equal, I found had the best mt4 feed.