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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.
| Product | Order types | TimeInForce |
|---|---|---|
| SPT | previously quoted | n/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.
| Product | Order types | TimeInForce |
|---|---|---|
| SPT | Market, Limit | IOC, FOK, day |
Throttling
| Info | ||
|---|---|---|
| ||
| In order to manage the number of messages that the LMAX Platform can process at any given point, a Message Rate Threshold is imposed on each FIX session that acts as a limit to the number of messages the FIX session can send to LMAX in one second. If the Message Rate Threshold is breached, LMAX will force the session to disconnect by sending a Logout with a “Number of messages exceeds the threshold” message. LMAX will block any subsequent Logon attempts for 15 seconds. Message Rate Thresholds are determined by LMAX. They are based on the number of instruments and levels that each FIX session will price. |
Regulatory fields
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