Well, they fall into 2 general categories: 1) the pros who can't be bothered to answer the question, or who haven't measured things, or who use...
I think you may be underestimating the cumulative effect of 1) price advantage, plus 2) the value of knowing the micro trend and the power of 3)...
There's nothing to it. Most people use Market orders, so when you BUY you get matched with the momentary lowest OFFER/ASK price. When you SELL...
Hey, that's really good to know. Eventually we'll be working well above the FIX requirement but, for now, we just have to evaluate the liquidity...
I ran across this thing showing MultiCharts integration with LMAX. (I'm not going to be interested in this, and am not pushing it, but it looks...
I must say that their standard platform seems really "bad" to me..... I'm talking about the Web Platform to LMAX and its ability to display...
You realize I was joking? But, yeah.... we're hoping LMAX is solid and has a bright future. HyperScalper
Hi, thanks for checking back... <joke_alert> Who knew that LMAX wouldn't accept BitCoin? They said something about money laundering??...
Apologies, still no results, but very early preliminary functionality illustrated by the uploaded chart. This is only illustrative of a...
Hey Volpunter, we don't have the results yet. But it will be highly dependent upon the technique used. In our case, we use an "incremental...
Thanks, man for confirming. Yep, I have "extremely advanced logic" like that. As far as Dukascopy is concerned, there is no better brokerage for...
Well, thanks. The Java API provide us with 5 levels of DOM either side of the market, and that's just fine. It's true that FIX would provide...
Given the fairly low quality of their docs and support, there's a possibility that I don't have their latest package, or functionality may have...
Hey Volpunter, I'd dearly love if you were correct, but I can't see how. Could you specifically say how an existing open order can have its...
To clarify, their "Order ID" is LMAX assigned and is returned to the client. An "Instruction ID" is a freely formatted String which is used to...
Java API here, which is quite similar to their .NET, both being relatively "thin" layers over the XML. I'm aware of, and we always use our own...
Well, "instructionId" , "originalInstructionId" are not java "long" data types. They have been changed to a String's, and neither Javadoc nor...
Here is a high level summary of development so far, as I am migrating a complex multi-threaded, multi-order scalping platform from Dukascopy to...
Yeah, this link was given to me for the Live book: https://s3-eu-west-1.amazonaws.com/lmax-widget3/website-widget-vwap.html Well, there are...
OK, mastering the LMAX Java API is a "do it yourself" type of adventure, especially if you're writing a non-trivial piece of production code. As...
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