Testing on an FXCM connection, though I am not sure it is relevant.
I have been using a handler like this Bars.Instrument.MarketData.Update += OnMarketData; in some places rather than an OnMarketData override. The reason for this is that the override is not always needed and leaving in the code unused is very wasteful as it obviously causes that tick/bid/ask stream to be reported. This works fine, but I have noticed on the FXCM connection, however, that this causes every single trade to be reported twice. Can you advise as to why this might be and any way around it?
I have attached a completely simplified example to reproduce the issue. Add to a tick chart (is what I am using) and monitor the Output. You will see 2 identical prints for each trade. What am I missing?
Thanks.
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