...continuing...

6. What order fill assumptions are used for "entry at limit"/"exit at stop" orders in simulation?
Will they fill when:
- price touches the level at least 1 time?
- price penetrates the level by xx ticks?
- M1 close price touches/penetrates the order level?

7.using LEAN and M1:
- when LEAN is NOT set, is the Open/Close price of a bar=Open/Close price of the first/last M1 tick?

8. If a price history is in M1 "ticks", will the TMF functions/Stops/limits in RT also evaluate in 1-min ticks or on each and every real RT tick?

9. Is it possible in Zorro to receive data from a datafeed while placing orders with a broker?

10. Millisecond Timestamps: is there a way to see exact timings of order sending and filling (to monitor latency/slippage)?