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Date/Time: Sat, 18 May 2024 16:54:43 +0000



Post From: market depth data recording limited by Maximum Depth Levels Displayed?

[2018-02-04 03:19:23]
Sierra Chart Engineering - Posts: 104368
Or perhaps one thing we can do is we could slow down the rate of updates on the levels beyond 10 and perhaps update them every 10 seconds unless there is a price shift on either the bid side or the ask side.

Just thinking out loud.

But still inevitably there is a performance hit, from just processing that market by order data. There are some potential ideas we have thought of and require a little research though. We just have not had time to continue on this.

But in the end, we think it is best to provide a stable and efficient standard data feed rather than screwing it up, with this stupidly inefficient market by order data. And instead focus our developments efforts elsewhere especially being the CME longer-term is not going to maintain the dominance they have due to decentralized trading.
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

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Date Time Of Last Edit: 2019-06-03 21:56:49