It seems Zorro can now receive every tick - as long as it's supported by the respective broker plugin.
Here is the new Zorro Broker API feature, now in beta:
For asynchronously triggering a price quote request, send a WM_APP+1 message to the window handle received by the SET_HWND command. For triggering the callback function, send a WM_APP+2 message. This can be used for prices streamed by another thread. An example for sending messages can be found under HWnd.
Further reading:
http://zorro-project.com/manual/en/hwnd.htmhttp://zorro-project.com/manual/en/brokerplugin.htmhttp://zorro-project.com/manual/en/brokercommand.htmhttp://zorro-project.com/manual/en/tick.htm https://msdn.microsoft.com/en-us/library/windows/desktop/ms644944(v=vs.85).aspx 
