I can not add symbol with Lmax.

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xiaomajia
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I can not add symbol with Lmax.

Postby xiaomajia » 23 Jun 2014

The quotemanager says "Failed to login, due to Failed to login, due to BAD_CREDENTIAL on URI:https://api.lmaxtrader.com/public/security/login"

but the Order and Position Tracker is ok, can see fund.

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Henry MultiСharts
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Re: I can not add symbol with Lmax.

Postby Henry MultiСharts » 23 Jun 2014

Hello xiaomajia,

In MultiCharts data provider and broker connections are separate.
Please configure LMAX data provider.

xiaomajia
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Re: I can not add symbol with Lmax.

Postby xiaomajia » 23 Jun 2014

After I set off "Cache downloaded quote files", it is ok now.
Maybe Lmax change their data format.
There is only 1 level Market depth.
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Henry MultiСharts
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Re: I can not add symbol with Lmax.

Postby Henry MultiСharts » 23 Jun 2014

There is only 1 level Market depth.
That is correct. Please contact LMAX directly if you want to get more levels of DOM data for your account.

hyperscalper
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Re: I can not add symbol with Lmax.

Postby hyperscalper » 13 Sep 2014

Does MultiCharts use LMAX XML/JSON web interface
for market data?

I understand that market depth is not available in MultiCharts,
is that so?

Even though MultiCharts does not support LMAX market
depth, is Forex book depth retrievable through the
market depth items retrievable through the LMAX XML/JSON
protocol interface?

Anyone knowing the message format for Forex book depth
or tips and hints, info greatly appreciated.

Thanks,

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Henry MultiСharts
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Re: I can not add symbol with Lmax.

Postby Henry MultiСharts » 17 Sep 2014

At the moment LMAX has set the default 1 level of marker depth for user accounts. If you need more depth levels for your account - you need to contact LMAX directly and they will enable it for you.

Emmanuel
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Re: I can not add symbol with Lmax.

Postby Emmanuel » 02 Feb 2015

Hi

I contacted Lmax , they propose 5 level DOM.

They told me they can propose more level, but the software (of MC? or the web interface used by MC) can handle only 5 level at the moment.

Do you know if it is true this 5 level limitation ?

Do you know how we can see the DOM data in the quote manager ?
is it stored with the other data ASK tic and BID tic ?

Thank you

Emmanuel

hyperscalper
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Re: I can not add symbol with Lmax.

Postby hyperscalper » 02 Feb 2015

I have written a custom interactive scalping platform
using the Java Web API specifically for LMAX. This web
services interface we are told is limited
to 5 Depth of Market tiers on each side of the market.

We receive up to 12 Book updates per second, on a single
LMAX book symbol, with Order Entry latencies in the
30 msec range, and submit multiple simultaneous
orders on both sides of the market, often inside the
spread for wholesale opportunity.

Wholesale pricing is easily available for resting limits,
which I have very carefully measured, so LMAX indeed
delivers on their promises. We "steal" liquidity from
the other Liquidity Providers, due to the fairness
of LMAX execution policies. It is a dream come
true for the smaller retail scalper or day trader
who has a capable order entry interface.

We are able to extract sufficient Trend information from
those 5 levels, but would prefer perhaps 10 levels.
That is available only through their FIX API, so that's
an optional software migration path which we
may implement for the future.

The Java API web service is not really an "open"
specification, although it could be if LMAX would
make that decision.

I would be most interested in accessing their Live
Book from this public link
https://s3-eu-west-1.amazonaws.com/lmax ... -vwap.html
...but they are unwilling to make that protocol public.

HyperScalper

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Re: I can not add symbol with Lmax.

Postby Emmanuel » 02 Feb 2015

Hello HyperScalper

Thank you for your answer.

I went to https://s3-eu-west-1.amazonaws.com/lmax ... -vwap.html

And see this , see attached file

Is it the code behind ?

Emmanuel
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hyperscalper
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Re: I can not add symbol with Lmax.

Postby hyperscalper » 02 Feb 2015

The best I can determine is that the LMAX
Live Book web "widget" is written in "Flex"
which is an Adobe based web application
development framework.

We our trading operation deepens its relationship
with LMAX, I will continue to push for access
to these protocols. At this time, apart from
"hacking" and "reverse engineering" efforts
on the protocol, it would be impossible to
use this directly and, no doubt, a violation
of their Terms and Conditions as well even to
attempt to "hack in".. :)

In the meantime, we are very happy with
LMAX high performance, no "last look", fair
and "level playing field" wholesale price
improvement, etc.

LMAX has little competitive advantage for
the "normal" trader. Being a normal trader
is OK but, aside from the tight retail spreads,
LMAX can be a pain in the backside..... As
it does not offer the "creature comforts"
of normal retail exchange platforms. (Of
course, this is why you are using MultiCharts)

You can search engine me, or maybe PM if
you wish more detail on what is possible
with LMAX. But I am certain that MultiCharts
is the very best currently available Charting
facility for LMAX users ! :) You must have
good flexible charting, even for scalping, so
"kudos" to MultiCharts for offering decent
charting for LMAX clients.

HyperScalper


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