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




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

PartyIDs




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