LMAX MTF Trade Connector

Features

fix-lmaxmakerConnector Key

Instruments

FX

Request Types

SUBMITCANCELREPLACE

Order Types

MARKETLIMIT

Time In Force

DAYIOCFOK

Order ID Mapper

SEQUENCE

✗

Order Status Request

✓

Cancel On Disconnect

✗

Commission

✗

Post Only

✓

Fast Cancel

✓

Fast Replace

Notes

Time in Force

There are different Time in Forces for different Order Types.

Order Type	TIF Value
Market	IOC, FOK
Limit	Day, IOC, FOK

Contract Sizes

On LMAX, all order quantities are specified in LMAX Contract Sizes, which vary by platform:

LMAX Platform	LMAX FX Contract Size
LMAX Professional (LD4)	1 LMAX Contract = 10k CCY1
LMAX Professional (TY3)	1 LMAX Contract = 10k CCY1
LMAX Professional (NY4)	1 LMAX Contract = 1 CCY1

::: note LMAX Contract Sizes vary for other asset classes like Spot Metals and Equity Index CFDs, please ask LMAX Market Operations for more details. :::

Custom Tags

No custom tags are allowed. Only tags specified in the LMAX FIX specification are permitted.

Connectivity

LMAX requires a secure connection via stunnel.

[LMAXMTF]
client = yes
accept = 127.0.0.1:40001
connect = 192.168.100.1:8800
verify = 0

Cancel On Disconnect

In the event of unexpected disconnect, all client’s working orders associated with the FIX session will be cancelled automatically. When resetSeqNums=true (141=Y), LMAX will not send CANCEL Execution Reports for orders left open at disconnection. LMAX also omits CANCEL messages when reconnection is initiated by LMAX itself, even with resetSeqNums=false, due to its own sequence number reset. In both cases, the connector discards all open orders by default. Otherwise, with resetSeqNums=false, LMAX sends CANCEL Execution Reports for each open order on reconnect.

Symbology

Currency pairs in CCY1/CCY2 format (EBS convention).

Schedule

By default, the FIX schedule is configured for LMAX Digital: weekly from 22:05 to 22:00 on Saturdays (London time).

For LMAX NY4 (New York) please use schedule below:

Parameter	Value
Time Zone	America/New_York
Start Day	Sunday
Start Time	17:05:00
End Day	Friday
End Time	17:00:00
Daily Session?	Yes

Operating Hours

The LMAX opening hours are described in the following schedule. Times are in EDT/EST (America/New_York timezone) and follow its DST schedule. Order books are available only during LMAX operating hours.

State	Monday	Tuesday	Wednesday	Thursday	Friday	Saturday	Sunday
Close	17:00	17:00	17:00	17:00	17:00	17:00	17:00
Open	17:05	17:05	17:05	17:05	17:05	17:05	17:05

Configuration

Connector settings

Parameter	Default Value	Description
password		Password
clearingAccount		Clearing Account
orderIdPrefix		Prefix for client order id. Only single alpha character is allowed: [A-Z,a-z]

Supported order attributes

Key	Description
1	Account(1).

Config sample

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

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

      password = "<PASSWORD>"
    }
  }
}