LMAX broker functionality peculiarities

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t-rader
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LMAX broker functionality peculiarities

Postby t-rader » 15 Apr 2013

Hi All,

Have recently setup an account with LMAX and as I've been using MBT all this time which is setup completely different where I have to configure a custom Exchange ECN, setting up LMAX just seems too straight forward...

Are the default settings correct?

The default settings are:
Price Scale: 1/100000
Daily Limit: 1
Min. Movement: 1
Big Point Value: 1000

The default Sessions are:
Session TimeZone: Exchange
Open Sunday 17:05 > Close Monday 17:00 > Session End Tick
Open Monda 17:05 > Close Tuesday 17:00 > Session End Tick
Open Tuesday 17:05 > Close Wednesday 17:00 > Session End Tick
Open Wednesday 17:05 > Close Thursday 17:00 > Session End Tick
Open Thursday 17:05 > Close Friday 17:00 > Session End Tick
(Decided to attach a pic after typing that :S lol)

Does LMAX miss 5 minutes of trading?

In the position and order tracker I noticed my account is shown in GBP when my account is actually in AUD so its constantly updating. Is there a way to change this to AUD?

Any functionality peculiarities I should be aware of?

Cheers,
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Henry MultiСharts
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Re: LMAX broker functionality peculiarities

Postby Henry MultiСharts » 16 Apr 2013

Hello t-rader,

LMAX API provides correct symbol settings and sessions.
Please add the symbols from the data source to get these settings.
In QuoteManager please go to Instrument tab->Add symbol->From data source->LMAX.
In the position and order tracker I noticed my account is shown in GBP when my account is actually in AUD so its constantly updating. Is there a way to change this to AUD?
Please go to MultiCharts->File->Preferences->Trading-> Select AUD in Preferred currency dropdown menu.

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Re: LMAX broker functionality peculiarities

Postby t-rader » 18 Apr 2013

Thanks Henry. I just thought it was weird that LMAX starts at 17:05 and not at 17:00 but I've confirmed with them that they need this 5 minutes for administrative reasons.

I'm now having an issue backfilling a years worth of historical data. I have turned on bar magnify to the tick level and unticked skip identical ticks. I also have extended backtesting on with bid and ask. It just sits there saying awaiting data for bar magnifier...

Have left this running for over 12 hours and it still just says awaiting data :S

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Henry MultiСharts
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Re: LMAX broker functionality peculiarities

Postby Henry MultiСharts » 19 Apr 2013

Hello t-rader,

Please go to MultiCharts->File->New->QuoteManager window.
Check QuoteManager event log. If you can see constant data requests like

Code: Select all

[....] Receive history data [....]
[....] Send history data [....] of LMAX.Common.Bar
then the data is being downloaded from LMAX and plotted.
If requests has stopped then something went wrong.
You can try to plotting the exact data series you are requesting on a separate chart. If the data is not loaded and there are no data requests in the event log-please try reloading the chart.
If you still have any problem loading data-please come to our live chat Monday-Friday 6:30 am - 4 pm EST to demonstrate it remotely.

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t-rader
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Re: LMAX broker functionality peculiarities

Postby t-rader » 19 Apr 2013

I was trying to backfill from my VPS in London but I think it was maxing out, obviously a bit silly to do now that I think about it lol, so I've backfilled the data on my PC and its worked fine.


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