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Date/Time: Sat, 23 Nov 2024 14:13:21 +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.