Unique in the marketplace, our ultra-fast FX market data delivers executable price streaming at 1,000 updates per second, placing speed and data quality at the forefront of decision making.
Millisecond order book data from LMAX Exchange provides actionable insights for investors around key macro-economic events.
Market data insights:
Alpha generation: granularity on assessing liquidity, spread and opportunity trends with up to 1,000 price updates per second.
Global liquidity access: algos can direct execution into one regional liquidity pool, best suited for the trade. Our presence in LD4, NY4, TY3 and SG1 allows for wider analysis on where to execute a particular trade.
Transparent benchmarking: assessing performance versus the market – the ITCH binary protocol provides complete transparency providing further insights into liquidity provision.
Transaction cost analysis: TCA has evolved into wider metrics on skew, slippage and speed of execution, impacting transaction costs. Providing the highest granularity of data, the most detailed view of these metrics can be achieved in pre-trade predictive analysis and post-trade solutions.
Valuations: real-time or EOD Valuations of FX portfolios using firm liquidity market data.
- Streaming, real-time, full order book market data
- Firm, limit order liquidity
- 250+ unique instruments
- 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)
- Deep price information – top-of-book or up to 10 levels of depth (FIX)
- Orders time-stamped in microseconds, 100% exchange uptime
- Robust historic data (10+ years, 800TB) for back testing and related analysis
LMAX Exchange monthly market and trade data fees (effective from 1 March 2025) ‐ download PDF
For more information about our data products, agreements and prices please contact us at: [email protected]