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lvl2 and execution data recording problem
Started:December 4th, 2013 (08:00 PM) by chancehero Views / Replies:264 / 1
Last Reply:December 4th, 2013 (08:00 PM) Attachments:1

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lvl2 and execution data recording problem

Old December 4th, 2013, 08:00 PM   #1 (permalink)
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halifax + nova scotia/canada
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lvl2 and execution data recording problem

Hi so this is my first post so be kind ,

I started recording my live feed data , specifically , raw lvl2 and execution data to some .dat files. but the problem is that some times I get a error that the series is off, the you have 4 bars but need 5 error message that im sure most of you have seen, but the problem is that I have no flipping clue where this is coming from, plus, it doesn't happen all the time.

I included the code as an attachment. feel free to take a look and help me out.

the error takes place in : protected override void OnMarketDepth(MarketDepthEventArgs e) { , if you were wondering.

thanks in advance !


Attached Files
Register to download File Type: cs data_v2.cs (5.5 KB, 6 views)
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Old December 4th, 2013, 08:00 PM   #2 (permalink)
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