LayPrice <= BackPrice

[EKK]

Hi,

I am looking at the stream API sample code - and it produces some cases where the LayPrice is lower or equal to the backPrice (bestPrices).

I should assume it is bogus - or there are some cases where it can actually happen?

Thanks

EKK

[Lopiner]

API-NG has the same problem since inception. Every day, once or twice that happens.

[EKK]

I have just checked - it seems to happen more often than that. I see it on about 2% of the market updates ( on 89mio updates I saw it 1.5mio times).

It seems a bit high.

Neil - Do you know the reason why it happens so often?

Thanks