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Date/Time: Sun, 19 May 2024 13:52:39 +0000



Post From: LMAX: using market stats and stop limits

[2015-09-25 11:45:18]
gomifromparis - Posts: 244
Hi,

I have 2 questions on using LMAX:

* Would it be possible to have access to the market statistics as computed by Sierra ? You have then on CQG/Rithmic/IB with SC feed, but not with LMAX.

* LMAX doesn't support stop limits, is there any way to have sierra do this locally, waiting for price to be hit then trigger a limit order on the exchange ? I saw there is a price triggering study available, but I was thinking about a click-on-the-ChartDOM-and-be-done solution, like with the futures. Thought there might be an option somewhere but for now didn't find it..

Thanks