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Date/Time: Fri, 29 Mar 2024 15:45:58 +0000



Post From: What is Sierra Chart Working On

[2018-01-12 18:51:36]
Sierra Chart Engineering - Posts: 104368
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

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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2018-01-12 18:52:57