LBMA :: The London Bullion Market Association

LBMA Fix Data:

Please note that ICE has instructed GCRU to not display the LBMA London Fixes for Gold & Silver.

As such so that we don't miss the data I have datamined my intraday data & created my own London Fix Data.

So as to try to capture the price movements around the fixes I take the spot price 3 minutes after the LBMA Fix happens.

So for gold I take the spot price at AM 10:33 & PM 15:03 & with silver at 12:03 GMT.

These prices will now be referred to as the London Fix rather than the LBMA Fix.

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