Support Board
Date/Time: Sat, 07 Feb 2026 06:43:47 +0000
Post From: CME Data Freezing
| [2026-02-06 16:55:43] |
| Sierra_Chart Engineering - Posts: 22709 |
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We are quite confident about understanding the cause of the current market data delays. What is currently happening is not something we have seen in the past. Or if it has happened it has only been very transient. And we are confident about the solution. There has been no change with, the number of processes used for CME market data processing . It always has been 4 which matches up with the 4 CME market data centers (CME,CBOT,NYMEX,COMEX). The problem is the CME market data center, has been growing with the number of channels and with the amount of data flow. The current configuration we have been running since 2013. It has not changed. As we normalize this CME feeds, they go into a single stream of data. This single stream, is where there is contention. Especially when that stream, handles MBO data. There was a recent change involving MBO data and maybe that is contributing to the problem (Likely). That change was about six months ago. MBO data has always been a major concern of ours because that is a lot of processing. The extended market depth beyond 10 levels does involve MBO data and every single order flowing through the exchange, is getting processed. We do use a separate thread for the processing of each channel, but after the normalization of the data, there is a common point of contention as the data goes out over a single stream from every channel for a particular market data center like CME. So this is easily resolved by us using a separate process which will separate channels into separate streams. ----- 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2026-02-06 16:58:31
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