I've been testing the multi-broker beta with recording tick data for a few brokers and assets and I've found that Zorro frequently can't keep up with all the data.

My guess is that this is because Zorro is polling every broker for every asset.

At the moment my only option seems to be decreasing tick resolution (and hence increasing latency).

I think it'd be better if instead of polling for prices, broker plugins could push them. An API something like BrokerAsset(char* asset, FARPROC fpAsset) that the plugin can call when it gets a price update.