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.
- Access to real time LevelII quotes, book data, trades, and level I 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. Contact us about co-locating options to reduce latency introduced by remote connectivity.
- 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.