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Date/Time: Fri, 20 Feb 2026 17:56:17 +0000



is the delayed data full MBO or just aggregated?

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[2026-02-20 15:07:44]
RowJay12 - Posts: 1
Ah I see thank you for that tip on waiting that's very helpful. Just to clarify, the e-mini only subscription does have full MBO data for those symbols?

Also, is the delayed data full MBO or just aggregated? I'm just getting started with Sierra so thank you for the help.
Date Time Of Last Edit: 2026-02-20 15:07:58
[2026-02-20 15:56:09]
John - SC Support - Posts: 44727
the e-mini only subscription does have full MBO data for those symbols?

We think you are referring to the "CME E-mini, For professionals and users without a trading account" exchange option. Although it really does not matter, as we have the full MBO data for most of the symbols from the CME. If there is a symbol that you want to track that does not have the MBO data specifically setup, then let us know and we can add it.

Note that values of 1 and 2 are not sent as part of our MBO data, as there are simply too many of them.


Also, is the delayed data full MBO or just aggregated?

There is no difference between the delayed streaming data and the real-time data apart from the delay itself. So it does have the full MBO data as well, with the caveats we stated above.
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