Posted: Oct 17, 2011 @ 10:14 AM             Msg. 1 of 1

Hello.

Time to time (a very rare) I see bad ticks recieved by OnDOMChanged event in prod datafeed.
All of them contains zero value in DOM.AskLevels.Item(0) (other DOM levels are not monitored but counted only). Volume DOM.BidSizes.Item(0) on this level may be like zero, like other values. It is important that:
- it happens only with ASK nor BID;
- the quantity of indicated levels DOM.AskLevels.Length is significantly reduced in times compare to its previous values or current DOM.BidLevels.Length up to 1.

Example: GSIZ1
Timestamp - 2011-09-29 11:13:48.328 (UTC)
BID-ASK Price/Volume/LevelsQty: 30115/3/12 - 0/0/1

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Chen Hua, Russia