I recently downloaded the DepthReferenceSample provided herein by Ray and tried to run it on replay. The indicator shows nothing, so I put it to debug in Visual studio and to my surprise the breakpoints in OnMarketData() and OnMarketDepth() are never hit since the code never enters these methods. The breakpoints are valid (I'm debugging correctly) so I wonder what this might be caused by, i.e. why the events never fire.
Any help is much appreciated,
Daniel.
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