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Direct MessagesDate/Time: Fri, 20 Sep 2024 01:12:24 +0000
LMax datafeed
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| [2013-06-10 08:25:32] |
| AndyL - Posts: 119 |
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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] |
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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 |
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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.
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| [2013-07-04 12:40:47] |
| AndyL - Posts: 119 |
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There is another new symbol: Spot UK Brent, lmax-symbol: XBR/USD instrument-id: 100805 |
| [2013-07-04 23:11:24] |
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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 |
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