Date/Time: Sun, 05 Dec 2021 23:31:32 +0000
Post From: What is Sierra Chart Working On
Sierra Chart Engineering - Posts: 98807
In regards to market by order data to create additional levels of market depth for the CME for the Sierra Chart Exchange Data Feed, we are definitely not going to get this out, next week.
We see some very significant complications with this. First of all, we are very concerned about the performance impact of processing this data. It is going to have an impact. How much latency it will introduce we are not totally sure.
And we also see a problem where it is very easy for the state of the market depth to be slightly inaccurate due to data loss. It is processing wise intensive and/or complicated to recover from this.
And we also have to finish with other market depth enhancements first before this can be properly supported.
Sierra Chart Support - Engineering Level
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Date Time Of Last Edit: 2018-01-12 18:52:57