FAQs / Contact InformationFrequently Asked QuestionsWhat is Lightspeed Gateway?Lightspeed Gateway is a fully automated trading system that offers super low latency to the domestic Equity Exchanges, including the NYSE and the NASDAQ stock market. Lightspeed Gateway is completely platform agnostic and can be used on all major operating systems and programming languages. Register with us to see examples of Lightspeed Gateway messages and read the protocol’s specification.
What is the difference between FIX and Lightspeed Gateway?Lightspeed Gateway protocols, based on SOUP/TCP, were created to keep one set of protocols rather than the constantly changing FIX protocols. FIX messages must be constantly updated by the user to account for the different FIX updates and changes to code. One of the advantages of Lightspeed Gateway’s system is that its message protocols stay the same.
Do you co-locate?Yes, we are co-located at NASDAQ’s Verizon data center in Carteret, NJ
Do you have an API for custom programming and what type of programming interface do you provide for custom automated buy/sell orders?We are language agnostic. We accept all languages that support socket programming.
What is Anonymity?Market Anonymity – All customer orders are funneled into a common MPID and Ports as they are sent to the markets. So therefore, individual customer order activity cannot be identified by the market
Anonymity from other Customers – Your order flow goes through dedicated LS Gateway hardware, thus creating both network and hardware segregation between customers. Anonymity with Lightspeed – Lightspeed does not prop. trade. We are not interested in what you are trading, your strategy, or your data. We are purely a service provider, so there is no conflict of interest. What venues are available for order flow?Lightspeed Gateway users have access to all major liquidity pools: AMEX, ARCA, BATS, EDGA, EDGX, NASDAQ (Ouch & Rash), NASDAQ BX, and NYSE .
Can a custom, proprietary trading program be integrated with your ordering system?Our APIs can accommodate any equity trading style.
Can Lightspeed Gateway scale with increasing market volume?Yes. The internal Lightspeed Gateway system is completely componentized, with each component handling a very specific job. If the demand is raised on any one piece of the system, that piece can be duplicated to help handle the load.
How many symbols data we can get at the same time?We do not limit how many symbols you can subscribe to. You can subscribe to as many symbols as you can handle.
Do you provide historical data?No, we only supply live market data.
How do I receive live market data?You will receive live market data when you send us a 1U rack mountable server that will be co-located in the data center. From there you will be able to access your server via a VPN or SSH connection that we will provide to you. From your server you will be able to connect to our trading network where you will receive live market data.
Can we manage the orders and executions directly through our own program and your API from our own office without co-location?Yes, it is possible to trade from your remote office without co-location however you would need a different source for market data. We do not send market data over the internet due to limitations on bandwidth.
Where can I receive NASDAQ imbalance information?NASDAQ information is not available from LS Books or Prints and Quotes. You would need to connect to the MOLD network or receive the NoiView feed (dedicated feed for NASDAQ imbalance).
How many simultaneous connections can I make on the Gateway?You can make multiple connections to the Gateway, however each connection needs to be aware of the others because order entry is not isolated.
Do you offer a simulator or demo?Yes, we provide a simulator, however it is not used to test order entry. It is used to test whether you can interface with our API.
What are the recommended specs for a server?
Will I need to set the IP before shipping the server?Yes, we will assign you a static IP for security reasons. This is one of the multiple safeguards we set to protect your information
What type of rails?4 post square hole rails.
Do I need to supply cables?There is no need to send additional cables.
How should the NICs be set up?
Please be sure to have your NICs configured before shipping. Where do I ship my server?NASDAQ
U#274228 1400 Federal Blvd. Carteret, NJ 07008 Please include any special instructions with your shipment. To open an account or learn more about Lightspeed Gateway, please email us at gateway@lightspeed.com or call 888-LSPD-123 toll free. Can we manage the orders and executions directly through our own program and your API from our own office without co-location?Yes, it is possible to trade from your remote office without co-location, however, you would need a different source for market data. We do not send market data out of the co-location facility because our internal network is entirely layer 2, meaning there is no routing capabilities which eliminates network hops for increased speed.
Contact InformationMailing Address Email: gateway@lightspeed.com Phone: 646-393-4822
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System response and account access times may vary due to a variety of factors, including trading volumes, market conditions, system performance, and other factors.
Securities executed through an affiliated broker dealer, Lightspeed Trading, LLC. (Member FINRA, SIPC)