LMAX Exchange connectivity guide

This page is aimed at a technical audience and provides an overview of the various connectivity options available to connect to LMAX Exchange.

Access methods

The Internet

Messages are transferred between LMAX and the participant via the FIX or HTTP protocol, running over a TLS(SSL) TCP/IP connection. For 'one-click' trading, LMAX offers a trading UI.

For automated trading strategies, LMAX offers the following access methods:

  • API: Message formats include XML/JSON and participants can develop their own wrapper or use the customisable .NET and Java Client Libraries supplied by LMAX to simplify the integration.
  • FIX protocol: The participant must have an assigned LMAX Username/CompID and Password combination. FIX connections to LMAX Exchange use versions 4.2 or 4.4, depending on the service being used.

LMAX Proximity

LMAX Proximity is a resilient low latency private IP network managed by LMAX that enables direct cross-connects within specific data centres to connect to LMAX Exchange and is aimed towards automated trading. Participants should co-locate their equipment within the same data centre to achieve the lowest latency possible. Encryption of data in transit is not required.

FIX protocol: The participant must have an assigned LMAX Username/CompID and Password combination. FIX connections to LMAX Exchange use versions 4.2 or 4.4, depending on the service being used.

In addition, all major Extranet and Service Providers are connected to LMAX Proximity which offer participants a choice of managed services such as hosting and connectivity. LMAX Exchange employs a neutral policy in regard to onboarding service providers, but does require the LMAX Proximity Service Provider Agreement to be completed.

LMAX Proximity points of presence

Data centre Address Connection speed/type Auto Negotiation
Equinix LD4/LD6 Buckingham Avenue, Slough, SL1 4NB, UK 1 Gbps LX (Single Mode Fibre) Disabled
Equinix NY4 755 Secaucus Road, Secaucus, NJ 07094, USA 10 Gbps LR (Single Mode Fibre) Disabled
Equinix TY3 1-9-20, Edagawa, Koto-ku, Tokyo, Japan 135-0051 1 Gbps LX (Single Mode Fibre) Disabled
Equinix SG1 20 Ayer Rajah Crescent, Singapore, SG, 139964 10 Gbps LR (Single Mode Fibre) Disabled
Digital Realty LON3 Hanbury Street, London, UK 1 Gbps LX (Single Mode Fibre) Disabled

Routing requirements

  • LMAX only supports BGP for routing traffic.
  • Clients may only advertise address space assigned by a regional Internet registry to LMAX. If this is not possible, where clients don’t have registered public IP address space, LMAX will allocate a private address space for them.
  • Clients can use their public BGP ASN. Alternatively, LMAX can assign private BGP ASN if clients don’t have public ASN.

LMAX Proximity services

  • London Professional - more
    Routing information

    LMAX BGP ASN

    41477

    BGP timers

    5 15 (hello, dead)

    BGP MD5 password

    Required. To be agreed with client

    FIX prefixes advertised by LMAX

    91.215.164.0/27

    ITCH prefixes advertised by LMAX

    91.215.164.128/32 RP

    91.215.164.64/27

    91.215.164.160/29

    91.215.164.168/29

    Link hand off address

    Assigned by LMAX from 172.30.0.0/16 range

    Client LAN subnet

    Assigned by LMAX from 172.30.0.0/16 range
    Service IP:Port
    Broker FIX Orders 91.215.164.10:50000
    Broker FIX Market Data 91.215.164.11:50000
    MTF FIX Market Data 91.215.164.21:52000
    MTF FIX Orders 91.215.164.23:50000
    MTF Drop Copy / Trade Reporting 91.215.164.24:50000
    MTF ITCH Feed A Snapshot 91.215.164.66:53000
    MTF ITCH Feed B Snapshot 91.215.164.67:53000
    MTF ITCH Security Definitions 91.215.164.70:80
  • London Digital - more
    Routing information
    LMAX BGP ASN 41477
    BGP timers 5 15 (hello, dead)
    BGP MD5 password Required. To be agreed with client
    Prefixes advertised by LMAX 185.122.246.0/28
    ITCH prefixes advertised by LMAX 91.215.164.128/32 RP
    185.122.246.16/30
    185.122.246.20/30
    185.122.246.24/30
    Link hand off address Assigned by LMAX from 172.30.0.0/16 range
    Client LAN subnet Assigned by LMAX from 172.30.0.0/16 range
    Service IP:Port
    Broker FIX Orders 185.122.246.1:50000
    Broker FIX Market Data 185.122.246.2:50000
    MTF FIX Market Data 185.122.246.4:52000
    MTF FIX Orders 185.122.246.0:50000
    MTF Drop Copy / Trade Reporting 185.122.246.3:50000
    MTF ITCH Feed A 185.122.246.25:53000
    MTF ITCH Feed B 185.122.246.26:53000
    MTF ITCH Security Definition 185.122.246.24:80
  • New York Professional - more
    Routing information
    LMAX BGP ASN 63428
    BGP timers 5 15 (hello, dead)
    BGP MD5 password Required. To be agreed with client
    Prefixes advertised by LMAX 104.255.201.0/27
    Link hand off address Assigned by LMAX from 172.23.0.0/16 range
    Client LAN subnet Assigned by LMAX from 172.23.0.0/16 range
    Service IP:Port
    Broker FIX Orders 104.255.201.10:50000
    Broker FIX Market Data 104.255.201.11:50000
    MTF FIX Market Data 104.255.201.21:52000
    MTF FIX Orders 104.255.201.23:50000
    MTF Drop Copy / Trade Reporting 104.255.201.24:50000
  • Tokyo Professional - more
    Routing information
    LMAX BGP ASN 9554
    BGP timers 5 15 (hello, dead)
    BGP MD5 password Required. To be agreed with client
    Prefixes advertised by LMAX 103.219.174.0/27
    103.219.174.32/27
    Link hand off address Assigned by LMAX from 172.31.0.0/16 range
    Client LAN subnet Assigned by LMAX from 172.31.0.0/16 range
    Service IP:Port
    Broker FIX Orders 103.219.174.10:50000
    Broker FIX Market Data 103.219.174.11:50000
    MTF FIX Market Data 103.219.174.21:52000
    MTF FIX Orders 103.219.174.23:50000
    MTF Drop Copy / Trade Reporting 103.219.174.24:50000
  • Singapore Professional - more
    Routing information
    LMAX BGP ASN 47675
    BGP timers 5 15 (hello, dead)
    BGP MD5 password Required. To be agreed with client
    FIX prefixes advertised by LMAX 103.219.173.0/27
    Link hand off address Assigned by LMAX from 172.20.0.0/16 range
    Client LAN subnet Assigned by LMAX from 172.20.0.0/16 range
    Service IP:Port
    Broker FIX Orders 103.219.173.0:50000
    Broker FIX Market Data 103.219.173.1:50000
    MTF FIX Market Data 103.219.173.3:52000
    MTF FIX Orders 103.219.173.2:50000
    MTF Drop Copy / Trade Reporting 103.219.173.4:50000
  • User Acceptance Test (UAT) - more
    Routing information

    LMAX BGP ASN

    41477

    BGP timers

    5 15 (hello, dead)

    BGP MD5 password

    Required. To be agreed with client

    FIX prefixes advertised by LMAX

    91.215.164.152/29

    91.215.164.216/29

    Link hand off address

    Assigned by LMAX from 172.9.0.0/16 range

    Client LAN subnet

    Assigned by LMAX from 172.9.0.0/16 range
    Service IP:Port
    Broker FIX Market Data 91.215.164.218:50000
    MTF FIX Orders 91.215.164.153:50000
    MTF FIX Market Data 91.215.164.155:52000
    MTF Drop Copy / Trade Reporting 91.215.164.154:50000

LMAX Internet services

  • London Professional - more
    Service URL Port
    Broker FIX Order fix.lmaxtrader.com 443
    Broker Market Data fix-md.lmaxtrader.com 443
    Web based API api.lmaxtrader.com 443
    Web based trading UI trade.lmaxtrader.com 443
    Prime Broker Portal mtf-primebroker.lmax.com 443
    MTF FIX Order fix.lmax.com 443
    MTF FIX Market Data fix-data.lmax.com 443
    MTF FIX Drop Copy / Trade Reporting dropcopy.lmax.com 443
  • London Digital – more
    Service URL Port
    Broker FIX Order fix-order.london-digital.lmax.com 443
    Broker Market Data fix-marketdata.london-digital.lmax.com 443
    Web based API web-api.london-digital.lmax.com 443
    Web based trading UI web-order.london-digital.lmax.com 443
    Prime Broker Portal mtf-primebroker.london-digital.lmax.com 443
    MTF FIX Order mtf-order.london-digital.lmax.com 443
    MTF FIX Market Data mtf-marketdata.london-digital.lmax.com 443
    MTF FIX Drop Copy / Trade Reporting mtf-dropcopy.london-digital.lmax.com 443
  • New York Professional – more
    Service URL Port
    Broker FIX Order fix-order.newyork-professional.lmax.com 443
    Broker Market Data fix-marketdata.newyork-professional.lmax.com 443
    Web based API web-api.newyork-professional.lmax.com 443
    Web based trading UI web-order.newyork-professional.lmax.com 443
    Broker Portal broker-portal.newyork-professional.lmax.com 443
    Prime Broker Portal mtf-primebroker.newyork-professional.lmax.com 443
    MTF FIX Order mtf-order.newyork-professional.lmax.com 443
    MTF FIX Market Data mtf-marketdata.newyork-professional.lmax.com 443
    MTF FIX Drop Copy / Trade Reporting mtf-dropcopy.newyork-professional.lmax.com 443
  • Tokyo Professional – more
    Service URL Port
    Broker FIX Order fix-order.tokyo-professional.lmax.com 443
    Broker Market Data fix-marketdata.tokyo-professional.lmax.com 443
    Web based API web-api.tokyo-professional.lmax.com 443
    Web based trading UI web-order.tokyo-professional.lmax.com 443
    Broker Portal broker-portal.tokyo-professional.lmax.com 443
    Prime Broker Portal mtf-primebroker.tokyo-professional.lmax.com 443
    MTF FIX Order mtf-order.tokyo-professional.lmax.com 443
    MTF FIX Market Data mtf-marketdata.tokyo-professional.lmax.com 443
    MTF FIX Drop Copy / Trade Reporting mtf-dropcopy.tokyo-professional.lmax.com 443
  • Singapore Professional – more
    Service URL Port
    Broker FIX Order fix-order.singapore-professional.lmax.com 443
    Broker Market Data fix-marketdata.singapore-professional.lmax.com 443
    Web based API web-api.singapore-professional.lmax.com 443
    Web based trading UI web-order.singapore-professional.lmax.com 443
    Broker Portal broker-portal.singapore-professional.lmax.com 443
    Prime Broker Portal mtf-primebroker.singapore-professional.lmax.com 443
    MTF FIX Order mtf-order.singapore-professional.lmax.com 443
    MTF FIX Market Data mtf-marketdata.singapore-professional.lmax.com 443
    MTF FIX Drop Copy / Trade Reporting mtf-dropcopy.singapore-professional.lmax.com 443
  • DEMO – more
    Service URL Port
    Account REST API account-api.london-demo.lmax.com 443
    Public Data REST API public-data-api.london-demo.lmax.com 443
    Web based API web-api.london-demo.lmax.com 443
    Web based trading UI web-order.london-demo.lmax.com 443
    Broker Portal broker-portal.london-demo.lmax.com 443
    FIX Market Data fix-marketdata.london-demo.lmax.com 443
    FIX Order fix-order.london-demo.lmax.com 443
  • User Acceptance Test (UAT) – more
    Service URL Port
    Broker Account Portal account.london-uat.lmax.com 443
    Broker FIX Order fix-order.london-uat.lmax.com 443
    Broker Market Data fix-marketdata.london-uat.lmax.com 443
    Web based API & UI web-order.london-uat.lmax.com 443
    Prime Broker Portal mtf-primebroker.london-uat.lmax.com 443
    MTF FIX Market Data mtf-marketdata.london-uat.lmax.com 443
    MTF FIX Order mtf-order.london-uat.lmax.com 443
    MTF FIX Drop Copy / Trade Reporting mtf-dropcopy.london-uat.lmax.com 443