I always receive twice MarketDataType == Last event.
protected override void OnMarketData(MarketDataEventArgs e)
{
if (e.MarketDataType != MarketDataType.Last) return;
Print("MarketDataType = " + e.MarketDataType + " price: " + e.Price + " vol " + e.Volume);
}
Output Windows:
MarketDataType = Last price: 190.19 vol 100
MarketDataType = Last price: 190.19 vol 100
MarketDataType = Last price: 190.18 vol 100
MarketDataType = Last price: 190.18 vol 100
MarketDataType = Last price: 190.17 vol 100
MarketDataType = Last price: 190.17 vol 100
MarketDataType = Last price: 190.18 vol 100
MarketDataType = Last price: 190.18 vol 100
MarketDataType = Last price: 190.18 vol 200
MarketDataType = Last price: 190.18 vol 200
MarketDataType = Last price: 190.18 vol 121400
MarketDataType = Last price: 190.18 vol 121400
sincerely,Kobi
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