Support Board
Date/Time: Sun, 15 Feb 2026 15:44:20 +0000
Post From: CME Data Freezing
| [2026-02-05 15:19:19] |
| 284630 - Posts: 11 |
|
Hi Sierra Chart team, Since February, increased market volatility has led to multiple instances of delayed market data during U.S. trading hours. This real-time data delay occurs only on subscribed Denali CME L2 data products, while real-time data for Rithmic Comex products remains unaffected. The attached log details the issue. Despite reducing L2 market data and attempting 1-second data intervals, the delay persists during periods of high volatility. This problem was rare previously. After replaying recent market sessions, it appears that during sharp volatility, high-frequency algorithms may increase the volume of market data, potentially overwhelming the Denali servers and causing these delays. I have forwarded the logs for your analysis and hope for a prompt resolution. Thank you. |