See the attached level 2 screenshot.
The inside (yellow) bid/ask spread is -5.00. This of course cannot happen. It looks like the culprit is the bid is showing 984.00 but the bid should be closer to about 979.00.
This condition persisted with the inside bid "frozen" at 984.00 for several hours till the market traded back above 984.00 which seemed to "reset" it. While the problem persisted, I opened another Level 2 form and the problem was the same. I also opened a static dom and it did not have the problem.
Throughout the day my data feed was disconnecting and reconnecting. This may or may not have had something to do with it.
Besides documenting the bug with this report, I would like to ask is there another way to collect the data for the 10 deep levels of ZS market other than opening the Level2 form? The dom is only showing 5 levels and the Level 2 form developement is "immature" (the kindest work I can think of <g>). If I apply to a regular chart an indicator which calls OnMarketDepth() will this cause the Level2 data to be stored for later replay?
thanks,
shawnj
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