• Streaming, real-time, full order book market data
  • Firm, limit order liquidity
  • Available to all clients, regardless of size or activity levels

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  • 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 $15 bn Free of charge
$7.5bn to $15bn $12,500
Less than $7.5bn $25,000

Other fees

Cross connect charge for inactive clients $1,000 per port, per month
Access via Market Data Vendor As set by Vendor

Current LMAX Exchange monthly market and trade data fees ‐ download

Updated LMAX Exchange monthly market and trade data fees (effective from 1 October 2022)download