I ran my first tests on the 10-level deep YM book. JBT logic rejected the book, and for a good reason. I attached the market depth window from TWS. Notice how there are two ask levels at the same price, 7646. This seems like a persistent prioblem. The existing JBT book validation logic detects this and rejects the book. I'll try again during the regular trading hours.
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<<inline: YM_depth.png>>
