[JBookTrader] Re: Market data issues today

[nonlinear5]

OK, I had a total of 6 instances when market depth was invalid in the
period from 6:30 to 16:15 EDT today. In all cases, it lasted for 1
second and market depth returned to normal after that. My inclination
is to add some logic to JBT to close open positions and stop trading
if the market depth stays invalid for longer than, say, 5 minutes, and
leave everything else as it is right now.
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