less than secod granularity

[nicknamed]

Dear,
is there cheduled any improvement for intra second granularity? I mena if you could supply tick data with milisec precision, then we could get reliable results when backtesting tick data, correct? Now when I compare MRD test and tick data backtests, the trades are obviously different. I blame time independence combined with minimum 1 second granularity of tick data, so when I do backtest, it may skip few ticks and find the last tick in a second, correct? so sometimes a trade is more profitable on MRD than on tick backtest and sometimes the other way. Are my assupmtions correct or am I missing also something else?
Thank you
N.
edit1: I found that sometimes the entry differences are even one minute from each other (comparing market replay data test and tick data backest).
The data are the same, verified with clean cache. Fresh download From IQFeed.

[NinjaTrader_Bertrand]

nicknamed, yes offering more precision here (.Ticks) is on our feedback list for the next major NT update, will add your vote in here as well. The current precision is down to the second level, in replay events from one stream source (L1 or L2 data) would maintain the correct recorded sequence.

I understand your replay data is recorded from IQFeed as well, correct?

Slight data differences could also play into the observations you have seen, as reloaded tick data from a server would not be expected to match a 100%.