Hey there,

looking at the per-second stock data, specifically at the "Open" prices, I am curious how they

are calculated. Calculating per-second deltas between stock Open prices, I get a lot of 0.98(...) cent

or 0.49(...) cent deltas. In theory, this should never happen, as the "Open" price should be the last

traded price for a given second, right?

Also, my code isn't doing much, but I regularly get the message that I am maxing out RAM. Is there

a memory leak outside of the C# code in QCAlgorithm? It seems running out of RAM during the test

is as simple as subscribing to 50 different equity / second feeds and doing nothing.