market data bid ask last

[llanqui]

Hello, two questions

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in override OnMarketData(MarketDataEventArgs e)




if (e.MarketDataType == MarketDataType.Last)


are the values of e.bid and e.ask the same as the last data when e.MarketDataType = Last or Bid?

that is, is there any reason to capture the Bid or Ask when MarketDataType not = Last?

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I have a Rithmic data feed...it appears that during News or NY Open, that the bid and ask can be wildly off the current price.

I suppose this may be normal? Or is it a problem with the data feed?


Thx.

[llanqui]

well, but what are the e.Bid and e.Ask values when e.MarketDataType == MarketDataType.Last?

[llanqui]

yes, good...can I assume that these would be the most recent values, also found when MarketDataType is Bid or Ask?