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Tag Archives: Lmax

Market Data Extraction from LMAX API using Regular Expression

Data return from Lmax API: "OrderBookEventImpl{instrumentId=4001, valuationBidPrice=1.25466, timeStamp=1346332015747, valuationAskPrice=1.25469, lastMarketClosePrice=1.25282, bidPrices=[PricePoint{price=1.25466, quantity=100}, PricePoint{price=1.25464, quantity=225}, PricePoint{price=1.25463, quantity=1160}, PricePoint{price=1.25462, quantity=325}, PricePoint{price=1.25461, quantity=300}], askPrices=[PricePoint{price=1.25469, quantity=50}, PricePoint{price=1.2547, quantity=125}, PricePoint{price=1.25471, Read more [...]