Is this the raw data you are getting? If so, this is not raw ITCH data, someone along the way is cooking it somewhat. I'll bet that step is where the problem is. I do not believe that sale conditions are the answer to this.
Of course this isn't the raw feed . That would just be a bunch of bytes which you couldn't read. Those are just my debugging print statements.
It has been done successfully here: http://mobileintegratedsystems.com/mobi-finance/stealth-analytics Cheers, MAESTRO
Well I guess I don't understand the question. You've taken the feed and tried to build the book and executions and have found some executions that don't make sense/seem to violate rules. I think that indicates there are mistakes in your reading of the ITCH messages.
Well that is always a possibility. But the code is simple, and also pretty well debugged. Also, the OP seemed to have the same problem, so that reduces the chance that it's a problem with my code. The trace statement that I posted basically shows that these rogue orders were appearing out of nowhere and getting executed against.