Support Board
Date/Time: Sat, 07 Feb 2026 06:40:35 +0000
Post From: CME Data Freezing
| [2026-02-06 18:41:09] |
| Sierra_Chart Engineering - Posts: 22709 |
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This must be set to Yes: "Use separate Connection for Market By Order Data"
MBO data is always delivered to users on a separate connection. What we are referring to, is the processing of the market by order data from the CME data feed. The market by order data has to be processed in order to create the extended market depth. It cannot be avoided. Although, that absolutely does create a significant processing load. Every new order, and every existing order that comes in, and it is a massive order flow, has to be stored, and existing orders have to be looked up. So they can be modified. We do use, hash maps for this. So what is quite efficient but it is a lot of processing. By us separating CME channels into more processes instead of one, it will eliminate the problem, because we are sure, the issue is a common point of contention into the single normalized stream. 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 18:44:20
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