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Re: updateMktDepthL2 missing data points


 

today i was writing some tests for my own tws api client implementation and i encountered a new message that i did not notice before (i don't work with market depth data for quite a long time though) and it is not mentioned here in this thread anywhere. the message is (copied from my log):

INFO: Received message: ERROR_MESSAGE[2023-11-14 12:57:13.422]: ---n4-2-1-317-Market depth data has been RESET. Please empty deep book contents before applying any new entries.--

so if i get it right from the message text, immediately after this message is received, one should empty the market depth book and start from fresh with empty book. without respecting this message and cleaning the book, the book becomes broken.

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