Is 300 ticks an internal Zorro limitation (of saving to *.t8 structs) or is it specific/has grown from IB API's?
MC requests data in 1-day chunks(=1440 1min ticks) - which is in line with IB APIs recommendation and works well in practice. While Zorro makes 5 requests where 1 is really needed (Zorro also requests data in "36000s" (=600 tick) chunks but only processes 300).
This limitation might also be not optimal for other broker's APIs. Let's give Broker plug-in writers more freedom!
What matters for speed is the total number of prices that you download, not the number of ticks per call.
Say, we need to download 6 days (=8640 of 1min bars).
Zorro requests 2 types of data - Ask and Trade(should be Bid - to calculate spread?).
8640/300= 29 *2 sides=58 requests - which causes(because there are also other requests) a "pacing violation" of IB API.
