Lightspeed Trader API

Lightspeed Trader API

Through our new Application Programming Interface (API), traders who are already using our active trading software, Lightspeed Trader, now have the opportunity to convert their trading thoughts/styles into algorithmic strategies. The Lightspeed Trader API offers 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.
• 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.
• The API has been specifically developed to incur no additional monthly market data subscription fees to use the API. No additional trader ID is needed.
• 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 as in Lightspeed Trader.
• 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.