Automated Trading

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 Traders’ 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

Lightspeed Gateway delivers an automated trading solution with the unrivaled speed and necessary scalability and support required by automated traders, trading groups, and hedge funds that employ automated trading strategies. High frequency trading strategies employed by algorithmic trading or black box trading firms are dominating today’s equities markets. These firms are utilizing increasingly complex trading strategies that require the most sophisticated direct market access tools available. Key requirements for these automated trading strategies are co-location, pre-trade risk controls, real-time trading risk management, ultra-low latency infrastructure, and high-performance Direct Market Access. Lightspeed Gateway delivers.

Lightspeed Gateway’s arsenal of advantages includes:

• Lightspeed’s Black Box Developers Kit (BDK)
• Speed, Speed, and More Speed
• Lightspeed racks at NASDAQ Co-Located Data-Center
• Total Anonymity
• Lightspeed API – Platform Agnostic, “Faster than FIX,”
• Multi-Venue Accessibility
• Pre-Trade Risk Management and Real-Time Risk Monitoring
• Unrivaled Customer Service and Technical Support
• Ultra-Low Latency Market Data Delivery & Network Infrastructure
• Automated Trading Blog
• Lightspeed Gateway Technology Infrastructure, Features, Performance, FAQs