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LMAX will maintain the Curex liquidity separately and will not consolidate with LMAX to form a single liquidity pool.
Please note that NDF market data is not offered for clients subscribing to Curex liquidity pool.
Pricing
Sweepable vs FullAmount
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Please note that Curex clients cannot subscribe to non-aggregated MarketData | as LMAX does not support the feature. |
SecurityGroup
Clients will start to receive the SecurityGroup field in the SecurityStatus, QuoteRequest, and ExecutionReport published for NDF instruments.
MarketFactory gateway will accept the SecurityGroup in MarketDateRequest when clients subscribe to NDF market data and NewOrderMultileg when trading an NDF instrument.
LMAX offers 1M rolling contracts for APAC NDFs and EOM contracts for LATAM NDFs (currently BRL only).
Sample SecurityGroup:
USDKRW1M (1M rolling contracts for APAC NDFs)
USDBRL012025 (Jan 2025 EOM contracts for LATAM NDFs)
SettlDate
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Clients have the option to consume Clients can contact the MarketFactory Delivery Team to enable . |
Maker ESP
Whisperer will send the client a synthetic spot and NDF quote request for each instrument. The client will send send MassQuotes in response, and LMAX will respond with fills (no last look).
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PegPriceType - MidPricePegis the only supported value.
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Please note that the orders for Algo execution cannot be amended or cancelled. |
Iceberg Orders
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| Iceberg orders are supported on LMAX Exchange. |
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Overview
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