Hey, rtdman gets realtime ticks from RTD server created by NEST/NOW. We get the ticks through callbacks from RTD server so it probably gets all of them that NEST/NOW sends. We get max say 3-5 ticks a second, RTDMan will accumulate them and send to AB periodically as defined.
There should be no missed ticks, but there is limit on how many ticks NEST/NOW can get real-time in this way. We are only getting some ticks from sampled data. This is generally good enough for me. What i also do is backfill from vwap stats ( or DT) as needed. Even this data wont be perfect but its the best possible from Nest/NOW and i am happy with it. Sometimes my order gets executed without price getting hit in charts, i just accept it as unavoidable and it does not matter. There is no perfection in trading either ...
Paid realtime feeders will probably also have some sort of automatic backfill integrated as network cant get all ticks in realtime.
And I dont know if they do, but they could have better sampled data ( ie better backfilled data).
Edit -
I dont use RTD, so not familiar with this. If backfill causes some lost ticks, one possible issue could be due to backfill not having last few ticks.
This will only cause issue if backfill deletes data or uses TICKMODE 1. So if backfill has data till 10:05 then the ticks since 10:05 till now get lost.
I do use TICKMODE 1 and so what i do is to merge the backfill data with the missing ticks before importing in AB. RTDMan has option to export prices which can be used for this.