If at one moment, there is a following level 2 data for stock AA
stock AA
bid $9.99 volume 200 share
bid $9.97 volume 500 share
If there is a new bid added, like this
bid $9.99 volume 200 share
bid $9.98 volume 300 share <<< newly added bid
bid $9.97 volume 500 share
So MarketDepth() have an insert event, onMarketData() will be called. Do I get all these three bids level 2 data information, or I just get only the newly inserted bid infor?
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