Lightspeed Trader API

Through our new API, traders who are already using our award winning trading software – Lightspeed Trader – now have the opportunity to convert their trading thoughts/styles into programmatically generated trading strategies.  The Lightspeed Trader Application Programming Interface (API) exposes several libraries within Lightspeed Trader that C++ programmers can use to access Lightspeed Trader’s functionality. Users can create dynamic link libraries (DLLs) that can be started from the Lightspeed Trader Gray-Box Window to perform these functions.

Some of the highlights of the Lightspeed Trader API are:

• Access to Lightspeed Trader’s List Order Entry (Basket Trading) Functionality
• Access to Lightspeed Trader Order Entry and Routes, Position and Order Management, and Account Information
• Access to real time Level 2 quotes, Book Data, Trades, and Level 1 information
• Incorporation of Lightspeed Trader compliance and order management features, including pre-trade risk checks, and real time risk management
• Documentation and sample code segments are available to assist programmers
• We have specifically developed the API to incur no additional monthly market data subscription fees to use the API.  No additional Trader ID is needed
• Multiple extensions run on separate threads.  Enjoy the performance benefits of multi-threading without the need to program multi-threaded applications
• The Lightspeed Trader API offers the same minimized latency experienced in Lightspeed Trader.  Contact us about co-locating options to reduce latency introduced by remote connectivity
• Orders and trades flow right through to Lightspeed Trader for true Gray-Box access.  Enter positions with your automated strategy and trade out manually, or vice versa
• Our API has been optimized for performance and has a very powerful throughput rate.  The Lightspeed Trader API can easily handle up to 1500 orders per second, per ID