1 - I've trying to make some tests with lvl2, sometimes I have problems with the Market Replay. I'll leave you an image so you can take a look and explain me why this is happening.
2 - With OnMarketData, when e.MarketDataType == MarketDataType.Ask, what is it supposed to mean the e.Volume? Because I can't find that same value anywhere, not in the DOM, not even doing some math. When MarketDataType.Last occurs, that's different, the volume is the number of "hitted contracts".
3 - There is any way to get the "Last Volume"("hitted contracts") outside the OnMarketData? Let's say in OnBarUpdate?
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