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Date/Time: Tue, 07 May 2024 07:48:05 +0000



CME Market By Orders changes (MBO)

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[2016-08-25 19:56:51]
Adam - Posts: 141
Can you tell me if SC will be supporting the new CME MBO

Attached is the UK CME forum held in spring, can you look at slides 22-26 (also PDF pages 22-26)

A) the additional ladder data
B) the additional order information (queue position and quantity in-front)

CME have confirmed they are going live 12th September 2016

Thanks Adam
attachmentlondon-customer-forum-2016-q2.pdf - Attached On 2016-08-25 19:54:19 UTC - Size: 1.87 MB - 1459 views
[2016-08-26 00:12:50]
Sierra Chart Engineering - Posts: 104368
Yes it will be provided only with the Sierra Chart Exchange Data Feed and no other data feed.

We expect to get to it sometime next year.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2016-11-22 21:50:53]
Adam - Posts: 141
Hi


As this will be live now for COMEX dec 4th and NYMEX jan 8th. So SC have a more detailed roll out plan?

Are there any test connections within SC data feed?

Adam
[2016-11-23 04:38:58]
Sierra Chart Engineering - Posts: 104368
We are not going to be able to work on this until sometime next year.

And there is no detailed plan at this time.

The main problem is how should the data be displayed because there can be obviously a large number of orders. So there has to be some method of consolidation.

There is no test connection, but you can use the DTC Protocol Server:
Data and Trading Communications (DTC) Protocol Server
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing

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