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For a given MarketView, there will be only one update per price level and side. You should not see multiple update actions (NEW/CHANGE/DELETE) on the same price level. It is recommended that the marketdata entries be processed in the order received messages. There is no guarantee on the order of the various side (BID/OFR) or update action (NEW/CHANGE/DELETE) as they appear in the sequence of market data entries.

Table 5. Pure Entry Enumeration Pure Entry Enumeration (MDElement.*) Definition LEVEL. Each price level has an amount which represents the liquidity available at the specified price.