Car: 1995 E320 / M104.992

Had an O2 sensor installed a few weeks ago. Was an aftermarket,no specific brand purchased on eBay. Got a CEL today with a code 12 on the DM:

12 Heated oxygen sensor heater circuit open or circuit short

Is it a faulty sensor or something else?

__________________
2008 E350 4matic / Black/Anthracite

------------------------------------
Gone but not Forgotten:
2001 E430 4matic, 206,xxx miles, Black/Charcoal
1995 E320, 252,xxx miles, Black/Grey
1989 260E, 223,00 miles, Black/Black