Messages close together

If two messages arrive close together and I'm still in the OnUpdate logic from the first message, does the second OnUpdate wait for completion? Or am I losing data and I need to change my code to do less in the OnUpdate?

I working with a .Net client on a Windows desktop.

Thank you for your assistance.

Hi Chuck,

Yes, OnUpdate events are fired sequentially one after the other; this is why it is generally recommended that the processing associated should be fast and in cases where slow processing is expected, switch to a separate thread.
Prevent the OnUpdate events from accumulating is essential to avoid the client from consuming updates with delays.
Please also note that if these delays were to grow enormously so as to fill up network buffers,
then the server would also notice the situation and would take the necessary mitigating actions based on the type of subscription (with the possibility of also having lost updates).

Regards,
Giuseppe