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 couple of days
I will have completed HyperScalper platform migration to LMAX, and I'll find out just how
much liquidity there is. But, because I will be using an "incremental" trading
strategy, I won't be Bidding / Offering for my full desired liquidity at any given
time. But you can't watch the Book to discover real liquidity, since that can only
really be measured with Live trading. I'll cross-reference to the other thread on
this subject on this forum at
http://www.elitetrader.com/et/index.php?threads/lmax-inside-spread-liquidity.285673/
I will be posting my results in a week or so, and hopefully gathering some stats
on scalping liquidity on LMAX for a few Forex pairs.
HyperScalper