Hello, we use RFA 8.1 C++ api's to consume level2 market data using MBP domain. Recently we observed that we were missing on some DELETE instructions from TREP leading to stale data in our cache. In all of those cases we observed that DELETE instruction that we missed was accompanying other messages which had same nano second precision.
See attachment below.
My question is, is it possible that we would miss an update callbacks from RFA library that were received at the same time for any reason?