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lvl2 and execution data recording problem


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chancehero
halifax + nova scotia/canada
 
Posts: 2 since Dec 2013
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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 !

ChanceHero


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