I just published Java based code to pull tick data from Interactive Brokers. There are thousands tools to get tick data from IB, but I had one feature in mind. You can get maximum 50 quotes per second from Interactive Brokers (its IB limitation for TWS API) . Imagine a situation, when there is a

Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).