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I asked support about this 5 minute freeze. Below is their answer:
@LMAX support wrote:
“We close for 5 minutes each day to perform system maintenance, so that we can provide a better services.”
That should not be related with swaps though. Midnight EA opens trades around 10-11 PM at night. You will experience swaps if a trade is opened and not closed before midnight. If LMAX close everything for 5 minutes, i guess EA won’t trade anyway.
Yes, but if you look closer to opening hour of 2 trades on my screenshot you will see that Midnight opened trades 6 sec. before 21, after those 6 sec. LMAX freezed quotation and added swaps on opening