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Direct MessagesDate/Time: Fri, 20 Sep 2024 03:56:22 +0000
Post From: LMax datafeed
| [2013-06-10 08:25:32] |
| AndyL - Posts: 119 |
|
Hello, the lmax datafeed is missing a few symbols. Those got added by lmax after Sierra released this feed: Nikkei 225, lmax-symbol: J225 lmax instrument ID: 100105 Spot US Crude, lmax-symbol: XTI/USD lmax instrument ID: 100800 lmax-symbol: XAG/AUD lmax instrument ID: 100804 lmax-symbol: XAU/AUD lmax instrument ID: 100103 Also, i understand Lmax is sending out trade-data over FIX. Could you make this available in the Time&Sales-window? Right now, it seems like every change in the BBO is displayed as trade with volume 1. It would be nice if you could see actual trades in the T&S window, while everything else still works on bid/ask-midpoint like right now. Regards, A. |