Hello!
Can anyone help me understand couple things regarding level2 quotes?
1. Sometimes I get L2 update messages with price and size set to -1.
<?xml version="1.0"?>
<structSTIL2Update>
<nQty>-1</nQty>
<fPrice>-1</fPrice>
<bstrSymbol>MRKT</bstrSymbol>
<bstrSide>S</bstrSide>...
