API Trading
Lightspeed Connect
Lightspeed Connect gives professional developers, independent coders, and technically inclined traders API access to U.S. equity and options trading through a streamlined, event-driven WebSocket API.
Build, test, and deploy customized trading applications and automated strategies while receiving real-time order, execution, position, and account updates through a single API connection.
Live Webinar
Lightspeed Connect API:
New Features & Resources
Discover what's new with the Lightspeed Connect API and how the latest enhancements can
support developers and active traders building customized trading solutions.
November 4th, 4:30 ET
Lightspeed Connect
Build. Test. Connect. Trade.
Explore the API architecture, testing environment, technical resources,
and specialized trading workflows available through Lightspeed Connect.
WebSocket Trading API
Send JSON messages through a persistent WebSocket connection and receive event-driven trading and account updates.
Paper Trading Environment
Build and validate API integrations and trading workflows in a simulated environment before transitioning to Production.
Browser-Based API Console
Send WebSocket messages, inspect responses, and test API examples directly in the browser before writing application code.
AI-Ready Documentation
Work with machine-readable Markdown, llms.txt resources, code examples, and documentation designed for AI-assisted development.
Options Trading API
Build single-leg and multi-leg equity options workflows with strategies supporting up to four legs.
Hard-to-Borrow Locate API
Incorporate eligible locate quote and borrow requests into custom short-selling workflows.
API Set Up Tutorial
Getting Started with Lightspeed Connect
Follow the Lightspeed Connect setup tutorial for an introduction to getting started with the API and development workflow.
Event-Driven API
Connect Your Application
to Lightspeed
Lightspeed Connect uses JSON over a persistent WebSocket connection for
two-way communication between your application and the API.
Your Application
Trading logic, automation & workflows
Lightspeed Connect
Trading API
Build Your Way
Flexible Tools for Your
Development Stack
Connect Lightspeed trading workflows with the market
data and development tools that fit your application.
Market Data Flexibility
Use your current market data source or connect with Lightspeed's market data partner, Polygon.io, to support your application.
This gives developers flexibility to combine Lightspeed Connect trading functionality with the data architecture that fits their workflow.
Cross-Language Compatibility
Lightspeed Connect uses standard WebSocket connectivity and JSON messaging, allowing developers to build with WebSocket libraries across programming languages.
Developers can also use the optional Python adapter to help manage common connection and session tasks.
Trading Workflows
Designed for Active
Trading Workflows
Use Lightspeed Connect across the order,
position, account, routing, and locate lifecycle.
1.
Trade Equities
Build custom U.S. equity trading workflows using supported order types and API messages.
2.
Trade Options
Develop single-leg and multi-leg equity options workflows with strategies supporting up to four legs.
3.
Manage Orders
Submit, cancel, and replace supported orders while monitoring order status and execution reports.
4.
Monitor Accounts
Receive account and position information including buying power, equity, margin, and P&L.
5.
Control Order Routing
Use supported routing destinations within applicable equity and options trading workflows.
6.
Integrate Locate Workflows
Request eligible hard-to-borrow locate quotes and secure borrows through the API workflow.
Development Workflow
From API Documentation
to Production
Use Lightspeed Connect development tools and testing environments
as you build and validate your integration.
-
01
Explore
Review API documentation, message definitions, examples, and AI-ready resources.
-
02
Build
Develop with WebSockets and JSON using your preferred stack or the optional Python adapter.
-
03
Test
Try messages in the API Console and validate your integration in Paper Trading.
-
04
Go Live
Complete testing and the applicable production onboarding process before transitioning to live trading.
Developer Tools
Tools for Building with Lightspeed Connect
Use the browser-based API Console to send WebSocket messages and inspect responses before writing application code.
Build directly with WebSockets and JSON, use the optional Python adapter for common connection tasks, or download the complete API User Guide for offline reference.
API Console: Send messages and inspect API responses in the browser.
Python Adapter: Handle common connection, heartbeat, and session tasks.
WebSocket + JSON: Build directly with your preferred development stack.
API User Guide: Download the complete Lightspeed Connect API User Guide for offline reference.
Who Is Lightspeed Connect For?
Built for Individual and
Professional Traders
Lightspeed Connect provides API connectivity, testing tools, order-management capabilities,
and account visibility for traders building custom trading workflows.
Individual Traders
Build and automate custom trading strategies while using Lightspeed Connect tools to develop, test, and monitor your integration.
Paper Trading environment for API testing
Dashboard for position and order monitoring
Flexible market data options
Browser-based API testing tools
Professional Traders
Build more advanced trading workflows with supported order types, routing choices, account information, and development tools.
Supported advanced order workflows
Routing choices for applicable orders
Margin and account information
Paper Trading for workflow validation
Platforms & Software Firms
Building a Trading Platform or Application?
Integrate Lightspeed brokerage functionality into trading platforms and financial applications through API connectivity and supported account workflows.
Brokerage Integration
Connect supported brokerage and trading functionality with your application.
Account Experience
Support applicable account and portfolio experiences within your platform.
Trading Connectivity
Build trading workflows using Lightspeed Connect API connectivity.
Third-Party Applications
Develop custom connectivity between Lightspeed and supported third-party applications.
API trading pricing
Take advantage of some of the industry's lowest and most competitive trading rates. Active traders who meet monthly trading volume thresholds can qualify for deeply discounted commissions.
Build with Lightspeed Connect
Explore Lightspeed Connect developer tools, Paper Trading, documentation,
and API resources for building custom equity and options trading applications.
**Customers must read and understand the Characteristics and Risks of Standardized Options before engaging in any options trading strategies. Options transactions are often complex and may involve the potential of losing the entire investment in a relatively short period of time. Certain complex options strategies carry additional risk, including the potential for losses that may exceed the original investment amount. Options trading subject to eligibility requirements.
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