- Streaming, real-time, full order book market data
- Firm, limit order liquidity
- Available to all clients, regardless of size or activity levels
- Full order book market data via FIX (4.2/4.4) or binary protocol (ITCH)
Connection fee/month
| LD4, NY4 & TY3 | Fee |
|---|---|
| FIX connection fee per centre | $500 |
| SG1 | Fee |
|---|---|
| FIX connection fee | Free of charge |
FIX data access fee/month* (real-time, full tick)
| TOB | $500 (fee waived at $2bn traded p/m) |
| 3 levels | $750 (fee waived at $4bn traded p/m) |
| 5 levels | $1,500 (fee waived at $7bn traded p/m) |
| 10 levels | $2,500 (fee waived at $10bn traded p/m) |
*$250m p/m CLOB minimum requirement
Monthly fee allows data access to all global centres
FIX data access fee/month (real-time, updates every 25ms**)
| TOB | $500 |
| Inactive client cross-connect port fee | $1000 (per port p/m) |
**25ms is a close approximation, and not a committed level of service
NEW CLIENTS will have FIX TOB data access fee waived for the first 3 months
ITCH market data access fee/month (LD4)
| $20,000 | Monthly minimum volume of $20bn required (aggressive/passive ratio target with minimum 30% passive) |
| $50,000*** | Following months, if monthly target of $20bn and aggressive/passive ratios not reached |
***This will increase to $75,000 p/m as of 1 Jan 2023
As of 1 Jan 2023 ITCH market data will no longer be available in NY4 , TY3 and SG1
LMAX Exchange monthly market and trade data fees (effective from 1 October 2022) ‐ download