Login Page - Create Account

Support Board


Date/Time: Sat, 23 Nov 2024 10:52:56 +0000



LMax datafeed

View Count: 2840

[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.
[2013-06-10 21:18:49]
Sierra Chart Engineering - Posts: 104368
We will add the symbols.

Do you have FIX documentation which shows support for trades? In the documentation we have, they only have bid and ask.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2013-06-12 13:23:04]
AndyL - Posts: 119
Ok, it is possible that i am misinformed. They do have to publish realtime trades somewhere due to regulation. If its not available in fix, they are doing it by other means. It is not really important anyways.
[2013-07-04 12:40:47]
AndyL - Posts: 119
There is another new symbol:

Spot UK Brent, lmax-symbol: XBR/USD instrument-id: 100805
[2013-07-04 23:11:24]
Sierra Chart Engineering - Posts: 104368
This has been added. Restart Sierra Chart.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account