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Date/Time: Sun, 12 May 2024 19:39:51 +0000



Post From: MBO with Denali

[2021-01-20 18:29:35]
John - SC Support - Posts: 31555
To begin with, the Market by Order data is used to determine the full range of the Order Book for the CME Group, and has for a few years.

Recently (the past month) we have also had available the ability to view the Market by Order data in the DOM. Refer to the following:
Market By Order Data

We certainly can't say why there are differences in the Time and Sales data, that is something else entirely. Assuming these are both the same data feed, then refer to the information for the Time and Sales window to start with and make sure the settings are all the same:
Time and Sales Window
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing