- 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 | Fee |
|---|---|
| Connection fee | $500 |
| NY4 & TY3 | Fee |
|---|---|
| Connection fee | Free of charge |
FIX data access fee/month
| LD4 (notional traded) | Fee |
|---|---|
| Over $1bn | Connection fee only |
| Less than $1bn | $2,500 (includes connection fee) |
ITCH data access fee/month
| LD4 (notional traded) | Fee |
|---|---|
| Over $10 bn | Free of charge |
| $5bn to $10bn | $10,000 |
| Less than $5bn | $20,000 |
Other fees
| Cross connect charge for inactive clients | $1,000 per port, per month |
| Access via Market Data Vendor | As set by Vendor |
Download LMAX Exchange monthly market and trade data fees as PDF ‐ download