I have some feedback from a member of our QA team. It does seem that this is the expected behavior in this particular instance. I had come across the documentation in OnMarketData this morning, and I am following up to see if we can word this more clearly. The reason I believed this to be the expected behavior yesterday is due to this table in the Developing for Tick Replay page I mentioned, and this turns out to be the canonical behavior :
Please let us know if there are any other ways we can help.
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