Any ideas how to achieve above?

Problem so far: My default algo subscribes to multiple cryptos at Resolution.Second. It's desired that OnData is called every second because predictions are carried out and ~100 indicators updated.

But when subscribing all securities to Resolution.Tick and creating 1 sec consolidators, the conslidated data handlers are called at somewhat arbitrary time intervals. Please let me know if this shouldn't be the case, assuming now that's okay based on Jared' comment "Tick data doesn't fill forward as there is no time period for a tick; its a spot value." . Is there a flag to set? Happy to provide some code otherwise

Again, can I still get Data Slice every second forward filled while subscribed to Tick? Think I cannot subscribe to both (Tick, Second) and currently considering taking Tick handling into the Brokerage class (tricky with referencing.) or even running a separate process.

Thanks for any hints, Sebastian