I try to capture real-time data using QR+QB,
the result is strange,
when Bid(Bidsize) and Ssk(Asksize) change the same time,
the data in quantbase will become 2 quotes,
It update bid info fist,then ask info,
turn one quote into two quotes,
On the other hand,using the same dataprovider(user developed) in openquant
the data captued will show
Since OQ could recevie correct data,
userprovider should be no problem,
the same problem will continue all day repeatly,
as long as Bid(Bidsize) and Ask(Asksize) change the same time,
could you give some suggestion?
thanks a lot !