The Lab

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Comment: Published by Scroll Versions from this space and version 1.1.8

Supported Products, OrderTypes and TimeInForce

Client as maker

Varies by region and session. LMAX will publish the security list on the FIX session after logon, please see attached CSV-s below for reference.  MF will send the client a synthetic spot quote request for each FX currency pair from this list (cryptocurrencies on LMAX Digital are also included in the FX currency pair list). The client will send mass quotes in response, and LMAX will send fills.

ProductOrder typesTimeInForce
SPTpreviously quotedn/a

Client as taker

Varies by region and session. LMAX will publish the security list on the FIX session after logon, please see attached CSV-s below for reference.  MF will send the client a SecurityStatus message for each FX currency pair from this list. The client will request market data and send orders.

ProductOrder typesTimeInForce
SPTMarket, LimitIOC, FOK, day

Regulatory fields


Expand


Table Filter
hideControlstrue
inversefalse
sparkNameSparkline
hidePanetrue
separatorPoint (.)
defaultLMAX
isFirstTimeEnterfalse
userfilterVenue
datepatterndd M yy
id1607443043700_-1439497944
worklog5|8|w d h m|w d h m
isORAND
order0

Table Excerpt Include
copytabletrue
nameRegulatoryFields
pageRegulatory Fields
typepage


Please refer to or Regulatory Fields for the full Enterprise table across all venues.

PartyIDs


Expand


Table Filter
hideControlstrue
inversefalse
sparkNameSparkline
hidePanetrue
separatorPoint (.)
defaultLMAX
isFirstTimeEnterfalse
userfilterVenue
datepatterndd M yy
id1607525149079_1778998171
worklog5|8|w d h m|w d h m
isORAND
order0

Table Excerpt Include
copytabletrue
namePartyIDs
pagePartyIDs
typepage


Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.

Instruments

LMAX-Exchange-TY3-Instruments.csv

LMAX-Exchange-NY4-Instruments.csv

LMAX-Exchange-LD4-Instruments.csv

LMAX-Exchange-Interbank-Instruments.csv

LMAX-Digital-Instruments.csv