17% of OnMarketDepthUpdated calls bring the same array of entries

Created at 13 Sep 2013, 13:15
MA

maxim_7

Joined 14.07.2013

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

 


@maxim_7