I've got a custom list in the OnMarketDepth event holding incoming Level II ladder, using similar code to the Level II sample supplied by Ninja. One thing I can't figure out is that not all data feeds behave the same. Like IB for instance doesn't clear old levels. I checked the code and for whatever reason IB doesn't seem to generate an (e.Operation == Operation.Remove) event. While a feed like Zen does. Hence why my IB connection leaves my Level II list full of old data.
Have you got any tips on how you go about clearing this. Is there a different event type for IB for the Operation.Remove event type?
Best Regards
Ross
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