Hi Dario,
As you said me in other forum I activated the LS logs and I had the results as follow:

03-Mar-08 15:24:10,894 |TRACE|LightstreamerLogger.pump |PUMP POOLED THREAD 1 |Pumping event in session S-287967797N2: d(0,1,1,"25672087257061.7856","5947.3678","","");
03-Mar-08 15:24:10,914 |DEBUG|mote.request_reply.NotifyReceiver|ockListDa ta Notify Receiver|Received notify: '1204557850914|UD3|S|PETR4|S|10000011875e22403|B|0 |S|MelhorOfertaVenda|S|28147503641.7206|S|Ultimo|S |81.7|S|Papel|S|PETR4|S|MelhorOfertaCompra|S|25667 524283806.5152'...
03-Mar-08 15:24:10,915 |TRACE|LightstreamerLogger.subscriptions|ockListDa ta Notify Receiver|INCOMING DATA for PETR4 --> {MelhorOfertaCompra=25667524283806.5152, MelhorOfertaVenda=28147503641.7206, Papel=PETR4, Ultimo=81.7}
03-Mar-08 15:24:10,916 |DEBUG|LightstreamerLogger.subscriptions|ockListDa ta Notify Receiver|Manager: com.lightstreamer.h.u@16917ee
03-Mar-08 15:24:11,113 |DEBUG|mote.request_reply.NotifyReceiver|ockListDa ta Notify Receiver|Received notify: '1204557851113|UD3|S|PETR4|S|10000011875e22403|B|0 |S|MelhorOfertaVenda|S|28147503641.7206|S|Ultimo|S |81.7|S|Papel|S|PETR4|S|MelhorOfertaCompra|S|25667 524283806.5152'...
03-Mar-08 15:24:11,114 |TRACE|LightstreamerLogger.subscriptions|ockListDa ta Notify Receiver|INCOMING DATA for PETR4 --> {MelhorOfertaCompra=25667524283806.5152, MelhorOfertaVenda=28147503641.7206, Papel=PETR4, Ultimo=81.7}
03-Mar-08 15:24:11,115 |DEBUG|LightstreamerLogger.subscriptions|ockListDa ta Notify Receiver|Manager: com.lightstreamer.h.u@16917ee
03-Mar-08 15:24:11,116 |DEBUG|mote.request_reply.NotifyReceiver|ockListDa ta Notify Receiver|Received notify: '1204557851113|UD3|S|VALE5|S|20000011875e22403|B|0 |S|MelhorOfertaVenda|S|5947.3638|S|Ultimo|S|49.93| S|Papel|S|VALE5|S|MelhorOfertaCompra|S|25667781999 683.1744'...
03-Mar-08 15:24:11,117 |TRACE|LightstreamerLogger.subscriptions|ockListDa ta Notify Receiver|INCOMING DATA for VALE5 --> {MelhorOfertaCompra=25667781999683.1744, MelhorOfertaVenda=5947.3638, Papel=VALE5, Ultimo=49.93}
03-Mar-08 15:24:11,118 |DEBUG|LightstreamerLogger.subscriptions|ockListDa ta Notify Receiver|Manager: com.lightstreamer.h.u@cf829d
03-Mar-08 15:24:11,118 |DEBUG|mote.request_reply.NotifyReceiver|ockListDa ta Notify Receiver|Received notify: '1204557851114|UD3|S|VALE5|S|20000011875e22403|B|0 |S|MelhorOfertaVenda|S|5947.3678|S|Ultimo|S|49.93| S|Papel|S|VALE5|S|MelhorOfertaCompra|S|25672087257 061.7856'...
03-Mar-08 15:24:11,118 |TRACE|LightstreamerLogger.pump |PUMP POOLED THREAD 2 |Pumping event in session S-287967797N2: d(0,1,2,"25667781999683.1744","5947.3638","","");

I was not able to understand these lines:
03-Mar-08 15:24:11,118 |TRACE|LightstreamerLogger.pump |PUMP POOLED THREAD 2 |Pumping event in session S-287967797N2: d(0,1,2,"25.1744","5947.3638","","");

Could you explain? In your point of view, the system is working correctly?