LMAX Digital Trade Connector

Features

fix-lmaxConnector Key

Instruments

FX

Request Types

SUBMITCANCELREPLACE

Order Types

MARKETLIMITSTOPSTOP_LIMIT

Time In Force

DAYGTCIOCFOK

Order ID Mapper

SEQUENCE

✓

Order Status Request

✓

Cancel On Disconnect

✗

Commission

✗

Post Only

✓

Fast Cancel

✓

Fast Replace

Notes

Sequence Reset

Broker FIX will reset sequence number weekly on Saturday 22:00-22:05 Europe/London. There is a daily maintenance window between 22:00-22:05 Europe/London, but you will not be disconnected on Broker FIX.

In addition there is LMAX Digital maintenance (with sequence reset) "every 2 weeks" at Friday 22:00-23:00 Europe/London.

The LMAX connector recovers order state by sending OrderStatusRequest(H) at logon; setting resetSeqNums=true (the default) is recommended.

Echoed Order Messages

LMAX echoes order messages for the same user account.

Trading Hours

• LMAX FX Global 22:05 Sun - 22:00 Fri (except 22:00 - 22:05 daily)
• LMAX Digital LMAX Digital operates 24 hours, 7 days/week (except 22:00–22:05 daily)

Order Modification

Modification of TimeInForce is not supported.

Connectivity

LMAX requires a secure connection via stunnel.

[LMAX]
client = yes
accept = 40001
connect = fix-order.london-demo.lmax.com:443
verify = 0

Symbology

LMAX requires its own instrument identifier (LMAX ID) to be passed in SecurityID(48): Note: LMAX Security IDs should be defined in the lmaxSymbol field in the Security Metadata stream.

Instrument Description:

• LMAX Global Instruments
• LMAX Digital Instruments

Schedule

Parameter	Value
Time Zone	Europe/London
Start Day	Saturday
Start Time	22:05:00
End Day	Saturday
End Time	22:00:00
Daily Session?	No

Configuration

Connector settings

Parameter	Default Value	Description
cancelOnDisconnect	true	Used to enable or disable cancel on disconnect.
username		Username.
password		Password.
orderIdPrefix		Prefix for client order id. Only single alpha character is allowed: [A-Z,a-z].

Config sample

connectors {
  LMAX: ${template.connector.fix.lmax} {
    settings {
      host = "<STUNNEL_HOST>"
      port = <STUNNEL_PORT>

      senderCompId = "<SENDER_COMP_ID>"
      targetCompId = "<TARGET_COMP_ID>"

      username = "<USERNAME>"
      password = "<PASSWORD>"
    }
  }
}