Hi Degrath,
If Dukascopy have not yet uploaded the data for the most recent day (or trading is not complete for that hour) then you will get this message. It should now be available. In the event you do get this error, Tickstory will continue on exporting the available data. The only time to be concerned is if this error occurs for “non recent” days (i.e. > 2 days from today). This can occur if your internet connection has dropped or is overloaded, etc. In this case, you should re-export the data to make sure you are not missing any data.
Regarding your data folder, ensure your Tickstory “MT4 Data Folder” matches that shown when you select File->Open Data Folder in MT4. Tickstory will usually detect the data folder automatically when you select your MT4 Installation Folder, however if you are explicitly working in “portable” mode, then the data folder should point to the installation folder.
Hope this helps.