Two other reasons for Zorro to support negative prices:
1) The NYSE tick index (ticker symbol $TICK in TradeStation) has negative numbers half the time. It is commonly used by various day traders.
2) Futures spreads often have negative values.

If I wanted to support these using the current Zorro version, I'd need to perform some strange workarounds.

Problem is that negative prices have special meanings, such as entry limits or ask/bid distinction. Thus, negative prices would break backwards compatibility.

The solution would be implementing a per-asset price offset. In fact it is already implemented - g->vAssetOffset - but currently undocumented and for a different purpose. I'll check if it can be modified for dealing with negative prices. This is no optimal solution, but would guarantee backwards compatibility.

This would be helpful. Thanks.

Earlier, I tried to download from the $TICK symbol via the TradeStation plugin using the Download script, but Zorro immediately complained about invalid prices/ticks.

Here's an alternative, if it happens to be easier to implement: The date field in the T1 struct is always positive. Maybe an alternative version of the T1 struct can be used, where the date is positive/negative depending on bid/ask, and then the price can be allowed to be negative.

We'll use the offset solution. It will be implemented in an upcoming beta version.

On the second point whats the best way to implement futures spreads (that may be negative) and apply indicators to that to trade a specific futures contract?
As a possible workaround, is it possible to use dataParse to extract the negative spread from a CSV (do the spread calc outside of Zorro) and turn that into a series that can in turn be read by indicators?
Is there a sample code snippet anywhere as a guide?
Thank you

Either use that respective futures combo using the contract interface, or use PriceOffset:
https://zorro-project.com/manual/en/spread.htm
https://zorro-project.com/manual/en/contract.htm
https://zorro-project.com/manual/en/combo.htm