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IB Provider - Level2Update Exception
http://www.smartquant.com/forums/viewtopic.php?f=86&t=14726
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Author:  mikembb [ Thu Jul 20, 2017 11:47 am ]
Post subject:  IB Provider - Level2Update Exception

Dear Team,

my client has upgraded to Version: 1.0.6407.31947 and he got the following error with the IB provider when subscribing for SP and VIX future:
Quote:
EventManager::OnException Exception occured in EventHandler - 07/19/2017 15:57:44.213 SmartQuant.Level2Update - System.ArgumentOutOfRangeException: Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
at System.ThrowHelper.ThrowArgumentOutOfRangeException(ExceptionArgument argument, ExceptionResource resource)
at System.Collections.Generic.SortedList`2.RemoveAt(Int32 index)
at SmartQuant.OrderBook.Set(Level2Update update)
at SmartQuant.DataManager.vA6tN4tX0w(Level2Update )
at SmartQuant.EventManager.qmfsIbV3aI(Event )
at SmartQuant.EventManager.OnEvent(Event e)

Time is in EST.

With his previous version, this did not happen.

Any idea what might have changed that caused this error?

Thanks
Mike

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