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 Graybox Window to perform these functions.
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.
In an effort to assist customers in developing an automated trading system / black box trading strategy that utilizes Lightspeed’s gateway infrastructure, we have designed the innovative Black Box Developers Kit (BDK). Lightspeed recognizes that various components of an automated trading system are common to many systems. Lightspeed combines these common components in its BDK.
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