LMAX PNL Issues
Hi,
Please see attached screen shot of orders on LMAX trading.
Order 1: Buy 1.39188 Quantity: 0.1 (vwap long 1.39188)
Order 2: Buy 1.39178 Quantity: 0.1 (vwap long 1.39183)
Order 3: Sell 1.39191 Quantity: 0.2
The correct P/L should be (1.39191-1.39183) * 2000 [2000 being quantity 0.2 on LMAX] = USD0.16
I also attached the pnl summary for the trades from LMAX web account.
This is on ProTrader demo/LMAX demo (non-FIX connection).
Thanks.
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