17% of OnMarketDepthUpdated calls bring the same array of entries
Created at 13 Sep 2013, 13:15
17% of OnMarketDepthUpdated calls bring the same array of entries
13 Sep 2013, 13:15
Hi Support,
Starting 5-6 hours ago, OnMarketDepthUpdated call start bring the same array of MarketDepthEntry in 17% of calls.
What I mean marketDepth.AskEntries == Prev marketDepth.AskEntries AND marketDepth.BidEntries == Prev marketDepth.BidEntries in 17% of calls.
This behavior is something new. Is it possible to explain this fix it.
Maxim