In VMX-Capture, an Anomaly is an issue detected by a stack probe, which is then passed on to VMX-Analysis to generate an alert and inform the user. The most common type of anomaly is a market data gap anomaly.
Alerts can be viewed in VMX-Explorer, and can be examined to view the detail of the individual anomalies which generated the alert. The individual anomalies will have extra information about the issue, such as details of the missing sequence numbers.
VMX-Analysis can combine multiple separate anomalies into a single alert, for ease of reporting.