Support Board
Date/Time: Sat, 07 Feb 2026 04:53:20 +0000
CME Data Freezing
View Count: 794
| [2026-02-06 14:58:21] |
| User725043 - Posts: 47 |
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Hi, Problem continues with CME MNQ data. Message logs sent via Send For Analysis. Time was about 9:30 EST (NYSE open). Tried Reconnect and Disconnect/Connect several times. Currently showing 3 different prices/time stamps on CME MNQ. |
| [2026-02-06 15:06:26] |
| zippyzip - Posts: 295 |
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only on NQ in a certain price range , there are orders on dom 4x amount that are actually there only happens from 25000-24800 range once it goes out side that it goes back to normal size on dom , please advise as this is a major issue , here are 2 doms one with sc data alone and other with sc teton , u can see there is 3-4 x ordersize , again this is only on NQ in this price range
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2.png| [2026-02-06 15:13:49] |
| nosast - Posts: 317 |
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Extreme Lag right now across ES/NQ/GC/SI. SC did an auto-reconnect to another server - now feed back to realtime Log the same as last time with Socket closed by remote side. 2026-02-06 09:12:54.330 | DTC Client socket (2) | Socket gracefully closed by remote side. 2026-02-06 09:12:54.365 | DTC Client socket (2) | CloseSocket call. 2026-02-06 09:12:54.365 | DTC Client socket (2) | Signaling for receive thread to end. Bytes in receive buffer: 0 2026-02-06 09:12:54.366 | DTC Client socket (2) | Max send buffers used during socket life: 3 2026-02-06 09:12:54.366 | DTC Client socket (2) | Max send buffer size during socket life: 975 2026-02-06 09:12:54.366 | DTC Client socket (2) | Graceful close received or receive error. Shutdown complete. Closing socket now. 2026-02-06 09:12:54.366 | DTC Client socket (2) | Closed. 2026-02-06 09:12:54.378 | DTC Client socket (0) | CloseSocket call. Date Time Of Last Edit: 2026-02-06 15:15:03
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| [2026-02-06 15:21:38] |
| John - SC Support - Posts: 44494 |
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zippyzip: Please post this in a separate thread as it is unrelated to the main topic of this thread. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-02-06 15:30:32] |
| User852559 - Posts: 42 |
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I believe it is directly related to this topic because many of us experienced this same issue zippy did in the exact price range where the data delays occurred yesterday. The issue persisted the whole day despite the delay resolving. It only went away for me last night once I restarted the platform, but for the entire day the market depth was inaccurate. This issue persisted for many who did not restart overnight into today.
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| [2026-02-06 15:31:40] |
| zippyzip - Posts: 295 |
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its 100 % related as the delay is happening during this range of price and we are all in a group but if u want to kick it to a new post then thats fine
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| [2026-02-06 15:52:22] |
| Sierra_Chart Engineering - Posts: 22707 |
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We apologize for the issue. The problem is on one particular server or at least that is where most of the occurrence is. It is now clear what the problem is. It is clear, it is increased market data rates which is exceeding, what can be handled within a single process due to the architecture of the market data processing. The configuration changes we did yesterday, did not help, and only made the issue affect more users. We know how to solve the problem and it is going to be worked on after the close today. This is a very easy resolution by us breaking up CME market data channels, among more processes. Our servers have more than enough processing power to handle, the increased market data rates. 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: 2026-02-06 15:54:13
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| [2026-02-06 16:04:42] |
| Deucalion - Posts: 34 |
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John SC , thanks - will do with the revised server change (post 22 and 24)...but what Zippy posted later is also exactly what I was seeing...anyway...since you have a grasp of it, here hoping the best next week.. only reason i say related to zippy's post is that i came back around 1030 and 11 nyc, and all is well...so the data was lagging from rth ny open, the connectivity issue could be server realted Date Time Of Last Edit: 2026-02-06 16:08:23
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| [2026-02-06 16:55:43] |
| Sierra_Chart Engineering - Posts: 22707 |
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We are quite confident about understanding the cause of the current market data delays. What is currently happening is not something we have seen in the past. Or if it has happened it has only been very transient. And we are confident about the solution. There has been no change with, the number of processes used for CME market data processing . It always has been 4 which matches up with the 4 CME market data centers (CME,CBOT,NYMEX,COMEX). The problem is the CME market data center, has been growing with the number of channels and with the amount of data flow. The current configuration we have been running since 2013. It has not changed. As we normalize this CME feeds, they go into a single stream of data. This single stream, is where there is contention. Especially when that stream, handles MBO data. There was a recent change involving MBO data and maybe that is contributing to the problem (Likely). That change was about six months ago. MBO data has always been a major concern of ours because that is a lot of processing. The extended market depth beyond 10 levels does involve MBO data and every single order flowing through the exchange, is getting processed. We do use a separate thread for the processing of each channel, but after the normalization of the data, there is a common point of contention as the data goes out over a single stream from every channel for a particular market data center like CME. So this is easily resolved by us using a separate process which will separate channels into separate streams. ----- 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: 2026-02-06 16:58:31
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| [2026-02-06 17:48:48] |
| nosast - Posts: 317 |
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If one does not use/need MBO data or if we want to have the best performance, is it then better to set: "Use separate Connection for Market By Order Data" to Yes or No in SC Server Settings? |
| [2026-02-06 18:41:09] |
| Sierra_Chart Engineering - Posts: 22707 |
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This must be set to Yes: "Use separate Connection for Market By Order Data"
MBO data is always delivered to users on a separate connection. What we are referring to, is the processing of the market by order data from the CME data feed. The market by order data has to be processed in order to create the extended market depth. It cannot be avoided. Although, that absolutely does create a significant processing load. Every new order, and every existing order that comes in, and it is a massive order flow, has to be stored, and existing orders have to be looked up. So they can be modified. We do use, hash maps for this. So what is quite efficient but it is a lot of processing. By us separating CME channels into more processes instead of one, it will eliminate the problem, because we are sure, the issue is a common point of contention into the single normalized stream. 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: 2026-02-06 18:44:20
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| [2026-02-06 20:17:21] |
| Sierra_Chart Engineering - Posts: 22707 |
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We are going to put our comments and information we are providing into another locked thread at the top of the board so they are all consolidated into one place. We talked about, contention related to putting various CME channels into a common stream of data. Thinking about this some more, there is contention among many threads, and at an earlier point, before putting the data into a common stream. This is something that has always been known and understood by us, and not usually an issue. It is managed by us using multiple processes but we realize there is an easy solution to this. It is not something we can change this weekend but will be worked out over the next several weeks and this will be a very significant background improvement to market data processing to reduce processing times further. 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: 2026-02-06 20:18:20
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