I hope I can give you more clue what is happening.
I recording data from betfair, mostly. There was always some hole in the data, but the hole is getting bigger day by day.
The market stopping problem still exist with the new version of MF PRO, for me seems like betfair tweaking something with the "timestamp".
I have a pic showing the market have "future" recording in the beginning.
The market is 13:52 Wetherby, monitoring should start 10min before start.
Some reason it started 13:21 when betfair show 14:21 and 15:22 a few sec later, then stopped.
202010141356.png