Support Board
Date/Time: Mon, 03 Mar 2025 10:20:41 +0000
Post From: Market by Order data
| [2021-06-07 15:55:32] |
| John - SC Support - Posts: 38292 |
|
Well, where are they among the displayed lots, how are they distributed? I'm asking this under assumption that MbO data is consistent with FIFO matching engine. Perhaps CME doesn't make 1-lots viewable due to server storage/operational savings?
CME makes it available, but we are not sending out all the data. We are limiting the lowest number in order to ensure that there are no issues with the data feed when also sending the MBO data. As to how they single lot orders are distributed, there is no way to do know that from the information we have provided. might this change in a future release?
Perhaps, one day. But it is a lot of data to store. We can't make any promises on this right now. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |