Oh, this looks awful..ehm, I meant, yes, they seem to have solved their problems, charts are ok now.

LMAX = revolution?!?

Yes you are exactly right. Since all the patriot-act BS, a normal person started to get headache..

LMAX = revolution?!?

No, no, I'm a german citizen, EU.. But those brokers like to "know their clients well", too well in my opinion. I always wonder how I got that account at Dukas, as I wasn't particularly helpful in answering questions in the so called "know your ...

LMAX = revolution?!?

The orderBookEvent is the equivalent to onTick(), no? And a bar event can be derived thereof.

LMAX = revolution?!?

Hedging means here that I can be long and short an instrument at the same time. I need this feature sometimes. Another thing is that I am dependent on their API, I want to run my own software and am not interested in a web-frontend or third-party ...

LMAX = revolution?!?

There are things that interest me at Lmax (i.e. external clearing, mtf, safety of funds), but also things that do not quite appeal to me (netting vs hedging). At the moment I'm satisfied with Dukas, but it's always good to have an alternative. If I ...

LMAX = revolution?!?

Well, I would like to ask if you have noticed significant differences in speed comparing fix vs the java-api. I am not interested in automated trading but, as I use my own software to manually trade, I always rely on some sort of api. Naturally I ...

LMAX = revolution?!?

True! As an example: their web interface is capable of maintaining discrete positions in the same instrument, while with the apis there is only a net position and one can only increase or decrease exposure. And what is the mode of operation therein, ...

LMAX = revolution?!?

They are officially "working on it" (historic data issue); see here: url

LMAX = revolution?!?

Unfortunately no (but you can ask them..), since this is a while back and so far it didn't bother me because I used to use market orders; only recently I switched to limit orders so that, if an order doesn't get executed instantly, it hangs in ...

Dukascopy

I am currently integrating historical data into my trading client software. This is only a demo account, which means that the data may be different from live data but as you can see lmax delivers corrupted data, with some spikes in it (see picture). ...

LMAX = revolution?!?

No, no; they officially announced this "time penalty", "reason" being that they experienced "spamming" on their ecn—i.e. some participants practised to open orders just to immediately close them or something similar, if I remember well, it was on ...

Dukascopy

I'm pissed with Dukascopy because not only do they slip my trades every time (I sell on bid and buy on ask, and give them 0.3 pips "room" on top of that), but they also impose a time penalty of a full second on any (consecutive) action exerted ...

Dukascopy

I've thought about it again now and have come to the conclusion that I have to refine the measurement method. I apologise.

Dukascopy

No it's not spread, i.e. on long it's ask + almost one pip. Ok, my thesis is that, as I enter at, or at close proximity to, price reversal (in the right direction, of course lol), liquidity may be somewhat drained. Otoh when I exit a position this ...

Dukascopy

Lately I've measured* how much slippage Dukascopy produces on my orders. Interesting fact: Whenever I take a position, they take from me almost 1 pip (slippage control is set to 0.3 pip). And whenever I close a position, no slippage occurs at all. ...

Dukascopy

Suppose there is an uptrend in an instrument and you are long; as the price does not rise linearly (strictly speaking), one or several small corrections may occur, which you could exploit by going short without affecting your long position. But ...

LMAX = revolution?!?

IMO LMAX has a serious design flaw: hedging is not possible. And the API does not even handle discrete positions (for the same instrument). That makes two design flaws, precisely. Two too many.

LMAX = revolution?!?

Yes, I have seen it now. I was referring to the java-api (java client library) for automated trading. I have successfully connected my software via that api, but have not yet implemented the trading functionality.

LMAX = revolution?!?

@Bleek I see, thank you. Yes, I tried it out on the (web) demo. Well, I was looking at the java-api and currently there is only a market and a limit order specification, so I presume that it's either a limit order in the sense of a stop order, or ...

LMAX = revolution?!?