In fast moving markets i'm experiencing gaps in level 2 data.
This problem is only occurs in NT8. There is no problem in NT7.
I have captured a video showing NT7 and NT8 side by side both conected to IB tws
You can watch the video on Youtube by following this link:
Are you able to reproduce this behaviour?
A fix for this problem would be appreciated.
Thanks.
Best regards
Thomas
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