@hase05 I chased the operations guys and they confirmed:
We use Saxo and/or LMAX - e.g. on some pairs you could be seeing LMAX or Saxo spreads OR an aggregation of both.
Our feed mix will change over different periods of time (e.g. news releases, in order to manage our own margin position), etc.
As you may know, LMAX Top of Book is very competitive, but has limited depth, so we may at times stream a VWAP which includes Level2 depth (even though you'd still be trading on LMAX at LMAX prices).
That being said, via FIX, it is possible for you to pick to trade with one OR the other (without the aggregation).
Our support team will be happy to assist you to set up a FIX connector.
I hope this helps, as I said in my previous post, you can also reach out to the guys at LMAX directly in case of doubt.