Page History
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- LMAX-Exchange-TY3-Instruments.csv
- LMAX-Exchange-NY4-Instruments.csv
- LMAX-Exchange-LD4-Instruments.csv
- LMAX-Exchange-Interbank-Instruments.csv
- LMAX-Digital-Instruments.csv
Pricing
Sweepable vs FullAmount
LMAX offers three options for FullAmount pricing:
- "old" configuration model - client will simply receive the maximum quantity available at each price level, i.e. reflecting the per-order MinQty Minimum Trade Size information.
- "new" configuration model - LMAX will configure Full Amount Volume bands as bilaterally agreed with the client, e.g. 1m, 3m, 5m, 10m, 20m.
- Client-specified, at run-time - Whisperer clients may specify up to 30
UnderlyingQtyvalues in theMarketDataRequest NoUnderlyingsgroup.
TradeTicker
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The trade feed is free of charge only for those trading clients that meet the monthly eligibility criteria. By default the trade-ticker is disabled and must be enabled by LMAX on a per-session basis. When configured, all trade events are delivered with a 60 second delay - there is no option to receive these in real-time. |
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Overview
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