I'd like to experiment with N-Tick bars (when fixed number of ticks, e.g. 1000, are agregated into a bar, as opposed to time based bars). Only training and testing so far, no trading. Which implementation ways are feasible and which one is better? Zorro free instead of S would be preferred. Preservance of variable spread would be an advantage, too.

1a) Generate by external means .t6 files and place them into History folder.
Create e.g. 1000-tick bars already during the .t6 file generation.
Or, in order to be able to test with different tick counts, use 100-tick bars when generating .t6 files and, in Zorro, use the user-supplied bar() function to aggregate them further into 1000- or whatever tick count bars.
Is an irregular (and sometimes less than 1 minute) time interval o.k. for .t6 files? Also ok for Zorro free version?

1b) Same as 1a but use .bar format. But that one is superceeded if I understand it right.

2) Generate .t1 files to History folder. Use user-supplied bar() function to generate n-tick bars. T1 requires S, doesn't it?

3) Use Source\FXCMplugin.cpp as a template and create a pseudo-broker plugin. Provide BrokerHistory2() among other obligatory functions. Let Zorro "inhale" and store the T1 history. Sounds again like S version?

I'm aware of trenki2 and pcz posts but still uncertain.