Lightspeed Gateway’s Technology Infrastructure

Lightspeed Gateway’s infrastructure is divided into three components that power the Algorithmic Trading division.  These components include a Market Data System, an Order Entry System and a Clearing Interface. 

Market Data System

Lightspeed Gateway’s Market Data System is comprised of three distinct sub-components:

• Multicast feeds –  Connect to venues and directly receive the full raw data from a dedicated port on your server. 
• Lightspeed Books – Connects to various splitters and feeds out a normalized market data feed for individual markets and ECN’s.
• Prints and Quotes – Provides a normalized, aggregated Level I and II market data feed.

Order Entry System 

Lightspeed Gateway’s Order Entry System is built specifically for speed and stability.  It is comprised of various specialized subcomponents performing the following functions;

• Short locate and short management
• Buying power, buying power factor, maximum order size, maximum position size, P&L loss thresholds
• Connectivity to market centers to deliver orders. 
• Connectivity to Lightspeed Clearing and Databasing systems
• Load-balancing and fail-over (fully distributed, horizontally scalable architecture)

Clearing Interface

Lightspeed Gateway’s Clearing Interface is an internally managed relational database that is used in conjunction with the clearing firm in order to perform trade-level book keeping and to generate all regulatory reporting (i.e., OATS).

To open an account or learn more about Lightspeed Gateway, please email us at tam@lightspeed.com or call 888-LSPD-123 toll free.