A question if you have the time. I'm not very familiar with C++ :-)
My understanding is that BrokerAsset will be called whenever Zorro wants a price update (or price NULL to start a subscription for an asset).

There is no callback where I can push prices back to Zorro, right?
IG has a streaming API for receiving prices, meaning they will push prices to me.
No problem storing those values internally, but just wanted to make sure I understood this correctly.