Date/Time: Fri, 17 Sep 2021 03:16:03 +0000
Post From: What is Sierra Chart Working On
Sierra Chart Engineering - Posts: 97762
We are working on finishing everything related to direct order routing to the CME:
We implemented a performance improvement, with our real time data distribution. This is not something that would be noticeable as it is something that saves only microseconds but certainly is helpful, when markets are extremely active and data rates are high.
We have completed all of the work related to Market by Order data and we can now start to relay this market by order data on a separate connection and also orders with a quantity of 2 and higher. Using a separate connection will reduce latency for all other market data.
We will try to get that out over the next 10 days. However, this is going to require an update of Sierra Chart to receive this data. We will announce what version that will be.
We do not want to relay orders with a quantity of 1 at this time. We will look into that later on.
Sierra Chart Support - Engineering Level
Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2021-03-02 23:46:20