Thank you for the reply. One last question - how does the selection of the next T1 price work? I mean - obviously you can save more than 10 prices per second to the .t1 file. But only one price per every 100 ms is considered during the backtest. If I export the .t1 data to .csv file I see that the millisecond portion of selected price slowly changes, for example:

hh:mm:ss.x40
hh:mm:ss.x40
hh:mm:ss.x40
hh:mm:ss.x40
hh:mm:ss.x41
hh:mm:ss.x41
hh:mm:ss.x41
hh:mm:ss.x42
hh:mm:ss.x42
hh:mm:ss.x42
etc... (but much slower)

The reason I'm asking this is that I want to trim the data before I convert them to .t1 files so the resulting file is as small as possible. It's especially important with some brokers that have hundreds of prices per second. But there seems to be no clear split (like lets say Zorro would take the last price from each whole hundred ms: .100, .200, ...) - rather it seems that the split shifts slowly, one millisecond at a time. Is that correct?