Hi Shrike, See above. The news is imminent. The "market makers" run for the hills. The spread widens. The MTF "circuit breaker" opens. Your stop isn't filled until the circuit breaker closes again, which my experience suggests can take quite a long ...

LMAX = revolution?!?

Hi Bleek, Trading in general, and automation in particular. You seem to be assuming that automation implies "patterns and/or statistics" for a start. That ain't necessarily so! I'm not suggesting anything of the sort! My "stress testing systems" ...

LMAX = revolution?!?

Hi Jeff, Thanks for the offer, but I now realise that I'm forgetting where I am and I therefore phrased my point 4 rather badly. I'll restate it if I may, in 3 parts. 4a) Obviously not everyone here is looking to automate their trading at LMAX! Of ...

LMAX = revolution?!?

Morning Bleek, And you have fewer problems with the "the usual spread widing/ low liquidity" that havaiana refers to at LMAX than at the other brokers you've tried? I suspected as much, which is why I asked the question. Thanks for answering it. We ...

LMAX = revolution?!?

Hi Bleek, Ever tried "news trading" at LMAX? Ever tried monitoring their spreads at such times? Ever tried getting "consistent fill of large volumes" in the vicinity of such times? If you trade for a living, do you do it manually or automatically? ...

LMAX = revolution?!?

Hi Bleek, I've been using LMAX since day 1, and I can assure you that the "untrusted markets" issue is MTF side. If you've never had an issue with LMAX that's great, but then your trading style is probably rather more conservative than that employed ...

LMAX = revolution?!?

Hi Shrike, Going by your definition, things seem to get foobar fairly frequently at LMAX. Cheers, Jim

LMAX = revolution?!?

Hi Shrike, Have you read your copy of the LMAX Order Execution Policy recently? Just in case you haven't, here's a brief extract: Cheers, Jim

LMAX = revolution?!?

Hi TinTin, LMAX have two sorts of "demo" accounts in fact. Try this one for size: url Cheers, Jim

LMAX = revolution?!?

Hi Shrike, As you say, absence of things that are essential to a robust automated trading app. Stuff that seems to available in the LMAX manual web interface is absent from the documented APIs. Had to roll my own stop entry orders in Java for ...

LMAX = revolution?!?

Any interest in an LMAX API example application? — I've only just stumbled across this thread. To answer one or two questions posed earlier: 1. No I don't have £100k deposited with LMAX. Still too many "issues" for my liking. 2. I've written ...

LMAX = revolution?!?

Hi Peter, I just popped in to FF to see how the Explorer is working these days, only to discover my ears were burning! Thanks for the link Peter. I'm not sure if the powers that be here at FF permit such things, but nothing ventured nothing gained, ...

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