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    LMAX inside spread liquidity

    Just an update on progress. First of all has anybody reading this had significant experience with their Java API ? Never hurts to have company... Coming from the Dukascopy API, we're having to emulate the entire Orders State and Collections subsystem, and to cross-translate number formats and...
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    LMAX inside spread liquidity

    Just an update on our migration of complex software to LMAX. We are using their Java API. This is a complex multi-thread migration of software originally designed for Dukascopy to the LMAX exchange. First of all, their Javadocs are wrong. This is rather unprofessional of them. I have asked...
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    LMAX inside spread liquidity

    Well it's not "if" or "whether" but "when" and an Alpha test should be going in a week. Won't be that difficult. As I said before, the question is whether we can exploit enough liquidity to price advantage ! PM me or whatever... HyperScalper
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    LMAX inside spread liquidity

    Hey, you guys are overly complicating things here. Put very simply, LMAX provides an "exchange" where huge, medium and small liquidity providers can all Bid and Offer using limit orders. If I want to Buy now, immediately, then I have to take the Best Offer price. I am buying "retail" and I am...
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    LMAX inside spread liquidity

    I believe you are thinking of the expectation of "instant" BuyBid/SellAsk/Flat and therefore making the spread in a single shot. This is not my objective. Correct, you cannot guarantee a "timely" fill when working in a more "wholesale" mode of operation. That is why "retail" fills exist...
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    LMAX inside spread liquidity

    Well, I'm just saying that "wholesale fills" are a function of participants who are using Market Orders, mostly. Those Market order sales will hit Best Bid, and use size on lower tiers to satisfy the Market order lot size. Isn't that true? So, very simply, it depends upon the population of...
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    LMAX inside spread liquidity

    Hey Pippi, Thanks $1M for that !! Although it doesn't say how much Retail or Market Order activity, it's nice to be able to see it and compare with Dukascopy. So we're telling Dukascopy that "technically" yes they offer "wholesale" fills, but that they are so rare it is really...
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    LMAX inside spread liquidity

    Anyone who is using LMAX we're searching for information on wholesale liquidity, lot sizing and fill probabilities. Currently using Dukascopy which is a great retail venue, but its claims of wholesale fills are, from a practical "real" trader perspective, false and misleading. We want...
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    Dukascopy JForex access cut off for U.S. traders

    Yes, of course I am aware of this, which is what increasingly gives the remaining Retail Forex brokers in the U.S. the air of "monopolies". But there are many relationships which can be established if not directly with Dukascopy who, as we know, cannot accept accounts of individual U.S...
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    Dukascopy JForex access cut off for U.S. traders

    I can tell you that Dukascopy is a true ECN, and even micro-lots trade with amazing precision and no slippage, and very rarely is there a counter-party rejection. Naturally, if you "chase price" you may believe there is slippage, but the market is actually simply running away from you. I...
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    Dukascopy JForex access cut off for U.S. traders

    The real issue is excessive U.S. regulation with inflexible "bans" against usage of respectable and infinitely superior foreign brokerages, such as Dukascopy. Introduction of FIFO restrictions, low leverages and other destructive "protective" measures. This has simply destroyed the usefulness...
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    Dukascopy JForex access cut off for U.S. traders

    Dukascopy execution is fair, transparent, absolutely no slippage, bid/offer live on the ECN inside the spread, use micro lots without penalty, mergeable positions, and a dozen other reasons for Forex scalpers and traders. FXCM, and all the others, well... there's simply no comparison...
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    Dukascopy JForex access cut off for U.S. traders

    I have a heavy investment in JForex API and, apart from the significant but minor issue of the spreads, there are dozens of other reasons that FXCM cannot be compared to the clearly superior STP/ECN offering at Dukascopy for my trading needs. In my opinion, if FXCM offered JForex as part...
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    Dukascopy JForex access cut off for U.S. traders

    Dukascopy established 2 retail brokerages, Alpari US and FXDD to handle U.S. clients who were force through regulation to close their direct Dukascopy accounts. These were literally a "pipeline" direct through to Dukascopy's trading systems, and fortunately we didn't have to deal with those...
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    ECN retail liquidity

    We went with FXDD, which allows access to Dukascopy JForex for ONLY $250 minimum account funding. Have worked with a small Live account for a while, and done extensive Strategy coding. Geez, I wrote multi-threaded servers, and used the Java Swing gui from inside a Strategy module. This is...
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    ECN retail liquidity

    JForex from Dukascopy has a standalone Java compatible interface for automated trading. Does anyone here happen to know whether Alpari and FXDD will allow access to this standalone API facility? Inside the JForex client software there are also "Strategy" modules which Java savvy programmers...
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    ECN retail liquidity

    http://www.dukascopy.com/europe/english/about/ournews/ ...discusses these various partnerships.
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    ECN retail liquidity

    Looks like FXDD also has an arrangement with Dukascopy. HyperScalper
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    ECN retail liquidity

    Thanks to all for the very helpful responses. It seems that if I want liquidity I'll have to pay for it. Dukascopy could be where I'll eventually land but, for now, I am with MB Trading. I know Dukas would be a completely different league, but they have dramatically lowered their costs of...
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    ECN retail liquidity

    I just wanted to say that with MB Trading, when the market does "trade through my order" I do invariably receive Credit under their "Pay for Limits" program. So, I can get away with No Commission, and a slight Credit for each trade, which makes micro scalping entirely feasible. Addressing the...
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