I have no proof of that but never thought that I need a new tick to get a previous one. Always seems to me to arrive really ASAP. hence faster than reqMktData.
If you want deeper control you can look at MarketDepthL2 data but this one is really IO intensive and IB does limit you drastically.
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Again, IB is not exactly suited for HFT,
it is the fastest provider for the cheapest price with the lowest commission, that I know. (otherwise said, you can get better but bring more cash)
From my perspective commission is key because you should be able to close immediately without remorse.
It is better to open on "suspicion" then close because unconfirmed, rather than to wait for better condition and open. This imply low cost for roundtrip on miss when it happens
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When I saw "Overlook ticktype" I wasn't thinking about using SnapShoot, but in general, because there is a real richness as well as there is choice to do, choosing the right TickType combination
Balance between richness and IO
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