I'm programming an indicator (with Windows Forms embedded) to monitor the Level2.
Data are collected from OnMarketDepth method and displayed in the Windows Form without any manipulation.
Sometimes a quote appears disordered.
In the picture shows we are getting quotes at 22:34:38, then comes a quote at 22:34:39, and then continue to receive at 22:34:38.
How can this be?
I also attach an indicator for printing in the Output Window these errors. Let it run some minutes and errors will appear printed.
Thanks
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