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Well, they fall into 2 general categories: 1) the pros who can't be bothered to answer the question, or who haven't measured things, or who use lot sizes way bigger than "mortals" could use, and 2) those who really have never tried it, never measured it and, most likely, are also not interested...

I think you may be underestimating the cumulative effect of 1) price advantage, plus 2) the value of knowing the micro trend and the power of 3) incremental position trading. By using all of these techniques "synergistically" you have a solid "edge". No single technique is enough, and I'd like...

There's nothing to it. Most people use Market orders, so when you BUY you get matched with the momentary lowest OFFER/ASK price. When you SELL you get matched with the BID price. So you "pay the spread" as an ordinary retail trader. That's the definition of "retail". Wholesale is a bit more...

Hey, that's really good to know. Eventually we'll be working well above the FIX requirement but, for now, we just have to evaluate the liquidity and LMAX exchange, which was the original basis of this discussion. Dukascopy couldn't provide us with any route to wholesale pricing power. We have...

I ran across this thing showing MultiCharts integration with LMAX. (I'm not going to be interested in this, and am not pushing it, but it looks like a "normal" trader would want to use this for order entry and charting... Looks like really good integration for the ordinary Forex trader.) Good...

I must say that their standard platform seems really "bad" to me..... I'm talking about the Web Platform to LMAX and its ability to display Charts. I couldn't get charts on Chrome, so I switched to Firefox, and even then it was a struggle (I mean a real struggle !) to get a single Chart up...

You realize I was joking? But, yeah.... we're hoping LMAX is solid and has a bright future. HyperScalper

Hi, thanks for checking back... <joke_alert> Who knew that LMAX wouldn't accept BitCoin? They said something about money laundering?? </joke_alert> I was expecting funding today, some sort of delay... will definitely let you know. HyperScalper

Apologies, still no results, but very early preliminary functionality illustrated by the uploaded chart. This is only illustrative of a particular micro scalping trading style, among many other possibilities, of course. This is shown only on a DEMO account so Price activity does not reflect a...

Hey Volpunter, we don't have the results yet. But it will be highly dependent upon the technique used. In our case, we use an "incremental trading" approach where we will be continuously and persistently seeking "nibbles" on either side of the market. Results to come soon-ish. HyperScalper.

Thanks, man for confirming. Yep, I have "extremely advanced logic" like that. As far as Dukascopy is concerned, there is no better brokerage for strictly RETAIL trading. There is no slippage, repeat no slippage at Dukascopy, and facilities for controlling precision trading in the form of...

Well, thanks. The Java API provide us with 5 levels of DOM either side of the market, and that's just fine. It's true that FIX would provide more levels but, for our needs, 5 levels is enough and the update rates are also fine for our needs right now. HyperScalper

Given the fairly low quality of their docs and support, there's a possibility that I don't have their latest package, or functionality may have changed, etc. We just funded our Live account, so we can probably request/demand a little bit more support attention toward the end of this migration...

Hey Volpunter, I'd dearly love if you were correct, but I can't see how. Could you specifically say how an existing open order can have its limit price amended through the Java API? "Stop Losses" and "Stop Profits" can be added/removed from an existing order, but I'm not smart enough to see...

To clarify, their "Order ID" is LMAX assigned and is returned to the client. An "Instruction ID" is a freely formatted String which is used to correlate confirmations of individual instructions. A special case of that is the "Original Instruction ID" which is the one which initially created the...

Java API here, which is quite similar to their .NET, both being relatively "thin" layers over the XML. I'm aware of, and we always use our own String custom instructionIds in the Java API which helps a bit. But our specific requirement is to be able to change the price of a high level emulation...

Well, "instructionId" , "originalInstructionId" are not java "long" data types. They have been changed to a String's, and neither Javadoc nor demo examples have been updated to reflect that fact. Simply regenerating the Javadoc would be something they could easily do... Other than that, with...

Here is a high level summary of development so far, as I am migrating a complex multi-threaded, multi-order scalping platform from Dukascopy to LMAX. The goal here is to preserve the core logic but, in order to do that, we had significant challenges in emulating the Dukascopy API and Order...

Yeah, this link was given to me for the Live book: https://s3-eu-west-1.amazonaws.com/lmax-widget3/website-widget-vwap.html Well, there are roughly 2 types of liquidity. Retail liquidity, at any moment in time, and "Wholesale" liquidity for transaction pricing "inside the spread". Within a...

OK, mastering the LMAX Java API is a "do it yourself" type of adventure, especially if you're writing a non-trivial piece of production code. As usual, the demo code they provide either doesn't work, is slightly out of date, or doesn't provide "professional" level techniques. Their support is...