Support Board
Date/Time: Mon, 23 Dec 2024 13:04:23 +0000
Post From: LMAX: using market stats and stop limits
| [2015-09-25 11:45:18] |
| gomifromparis - Posts: 244 |
|
Hi, I have 2 questions on using LMAX: * Would it be possible to have access to the market statistics as computed by Sierra ? You have then on CQG/Rithmic/IB with SC feed, but not with LMAX. * LMAX doesn't support stop limits, is there any way to have sierra do this locally, waiting for price to be hit then trigger a limit order on the exchange ? I saw there is a price triggering study available, but I was thinking about a click-on-the-ChartDOM-and-be-done solution, like with the futures. Thought there might be an option somewhere but for now didn't find it.. Thanks |