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Date/Time: Sat, 13 Jun 2026 11:33:38 +0000



Somethin wrong with MBO

View Count: 181

[2026-06-09 17:04:23]
User682437 - Posts: 6
limit order is 10-20,but MBO shows 46 and more
imageSnipaste_2026-06-09_13-03-57.png / V - Attached On 2026-06-09 17:04:19 UTC - Size: 133.31 KB - 29 views
[2026-06-09 17:37:30]
John - SC Support - Posts: 46668
What is the symbol of that chart? Are you still seeing this issue?

Please get us an image of the entire chart by following these instructions:
Support Board Posting Information: Attaching or Posting a Screenshot/Image (Optional)
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2026-06-09 20:02:13]
User682437 - Posts: 6
ESM26. Sometimes wrong, but most time it is correct. Now it is right,but that error case had happend third time.
https://www.sierrachart.com/image.php?Image=1781035247934.png
Date Time Of Last Edit: 2026-06-09 20:03:32
[2026-06-09 20:03:37]
User907968 - Posts: 872
Noticed similar with NQM26-CME on occasions today and yesterday - the MBO orders total exceeded the limit orders shown at price.
[2026-06-09 20:05:56]
User682437 - Posts: 6
It must something wrong. Two of my friends have run into this problem recently. At first, I thought it was an issue with their settings, but now I’m experiencing it too.
[2026-06-09 20:35:24]
John - SC Support - Posts: 46668
We see that you are using a "Trade and Current Quote Symbol". For that chart, what is "Chart >> Chart Settings >> Symbol >> Use as Trade Only Symbol" set to?

We wonder if you have "Use as Trade Only Symbol" set to "No", in which case the Market Depth data you are seeing for the Bid/Ask is actually from the MES symbol and not for the ES. But the MBO data is for the ES. This would explain the discrepancy.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2026-06-09 21:33:06]
User682437 - Posts: 6
NO, my setting is "Yes"
imageSnipaste_2026-06-09_17-32-07.png / V - Attached On 2026-06-09 21:32:54 UTC - Size: 44.3 KB - 17 views
[2026-06-10 22:17:15]
Sierra_Chart Engineering - Posts: 24012
This was a problem today due to one of our servers.

This is the result of multicast data feed packet loss. We apologize for this issue. This is an unusual problem.

We did multiple things this evening to resolve the problem.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2026-06-12 00:40:08]
User682437 - Posts: 6
Another question. When I right click in chart and select Download Depth Data from Date Time, here is an timestap error. Is it caused by network connection? It also often happen in download historical intraday data. Look line 1321 - 2026-06-11 19:32:33.725 | HD Request # 27 | Received 362470 Market Depth data records from 2026-06-09 00:05:00.008000 to 122436-05-28 20:09:52.931488 (120490.0 years. Delay: -120490.0 years) and wrote 362470 records for NQM26_FUT_CME.
attachmentDownload historical market depth data.txt - Attached On 2026-06-12 00:39:56 UTC - Size: 148.27 KB - 3 views
[2026-06-12 06:06:38]
Sierra_Chart Engineering - Posts: 24012
We did a test of historical market depth data downloading similar to yours:
2026-06-12 01:41:22.850 | HD Request # 171 | Received 125647638 Market Depth data records from 2026-06-08 21:00:00.001000 to 2026-06-12 01:41:20.638000 (3.2 days. Delay: 2.2 seconds) and wrote 125647638 records for NQM26-CME
2026-06-12 01:41:22.850 | HD Request # 171 | Completion time: 2m 9s.
2026-06-12 01:41:22.850 | HD Request # 171 | Market Depth data download complete for NQM26-CME. Unique request ID: 168



This is the end of your market depth data download:
2026-06-11 19:32:33.725 | HD Request # 27 | Received 362470 Market Depth data records from 2026-06-09 00:05:00.008000 to 122436-05-28 20:09:52.931488 (120490.0 years. Delay: -120490.0 years) and wrote 362470 records for NQM26_FUT_CME
2026-06-11 19:32:33.725 | HD Request # 27 | Completion time: 10s.
2026-06-11 19:32:33.725 | HD Request # 27 | Market Depth data download complete for NQM26_FUT_CME. Unique request ID: 26

It looks as though the download has been interrupted. We can tell from your account information that you are in China? We would have to believe, it has something to do with the network connectivity from China. Although we do not know why it would complete in this kind of way. It should give an error if it did not complete properly.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2026-06-12 06:07:30
[2026-06-12 15:48:06]
User682437 - Posts: 6
Thanks for replaying. I want to know the MTU setting in your test Sierra client. Is it 1408?

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