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Direct MessagesDate/Time: Fri, 19 Apr 2024 06:45:32 +0000
Post From: Available: More Market Depth Levels for CME Futures with SC Exchange Data Feed!
| [2018-10-25 16:19:23] |
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Another user reported momentarily stopping data here: Delay in exchange data feed We are going to have to reduce the number of levels to 20 levels on the other server as well. We cannot have this kind of problem until we are able to fully understand and resolve. This is a step we need to take and we apologize for this. Although we have mentioned potential performance issues in this thread, this particular issue is not something that we ever would have known would have happened in some cases. The particular performance issue we were concerned with was in regards to the processing of the MDP feed itself from the CME. We have not noticed any obvious performance issue with that and it has been working well. The major concern is two reasons . The fact that the prior price and quantity for every order has to be stored. That simply takes time due to the lookup time and the time for allocating and releasing memory. The CME does not make this efficient. They could but they do not. The other reason relates to merging of the standard 10 market depth levels with the additional levels. 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: 2018-10-25 16:29:18
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