I've never worked with tick data algorithmicly and am curious what limitations I will run into on the platform as opposed to reading the tape with discrecionary software.

I've cloned the Ticker example which has been helpful but i'm not sure i've uncovered all the posibilites in the docs.

Some questions I have:

   1. As asked above, what limitations do I have compared to a time & sales tape?
   2. What is `ticks[0].SaleCondition` ? I'm getting "F" and "@" in the logs so far
   3. `.TickType` returns "Trade" or "Quote".. what is the differnce, is the quote just an updates price and not an actual sale? They all seem to be "Trade" in my short test session
   4. The `BidSize` and `AskSize` are always 0 in my test, will these be actual prices in live trading or will they always be 0? From the Lean docs it seems like it was built in for potential future usage?

Lastly if I aggreate all the trade ticks with their price and quantity would that be similar to the time and sales tape? (omitting bid/