Quote from Pepperstone website:
"Our servers are set to GMT +3 to match with the end of the trading day in the US – generally considered the close of the trading day. This means that when trading concludes in the United States at 5pm, the daily candle closes in Metatrader.
This time also corresponds to the beginning of Pepperstone’s roll-over period (https://pepperstone.com/support/faq/what-time-does-your-rollover-occur-2/), in which swaps are applied to any trades held over the close of the trading day. During this time, trading is disabled for 5 minutes when banks reset their servers and liquidity is very low."
So this daily 5 minute shut down could explain the gaps as they all happened during this 5 minute time period.
"Our servers are set to GMT +3 to match with the end of the trading day in the US – generally considered the close of the trading day. This means that when trading concludes in the United States at 5pm, the daily candle closes in Metatrader.
This time also corresponds to the beginning of Pepperstone’s roll-over period (https://pepperstone.com/support/faq/what-time-does-your-rollover-occur-2/), in which swaps are applied to any trades held over the close of the trading day. During this time, trading is disabled for 5 minutes when banks reset their servers and liquidity is very low."
So this daily 5 minute shut down could explain the gaps as they all happened during this 5 minute time period.