API Trading

AI-Ready API Documentation

Build with Lightspeed Connect using documentation designed for modern development and AI-assisted coding workflows.


Access machine-readable Markdown, llms.txt resources, code examples, and developer tools that make it easier to bring Lightspeed Connect documentation into the way you build.

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Built For Modern Development

Documentation Your Coding Assistant Can Read

Lightspeed Connect documentation is built to work with both developers and modern coding assistants.

Documentation pages are available as clean Markdown at stable URLs, making technical information easier to bring directly into AI-assisted development workflows.

AI-Native Documentation

Bring the Documentation into Your Development Workflow

Instead of relying only on documentation designed for browser viewing, Lightspeed Connect provides machine-readable resources that can be used directly with modern coding tools.


Give your coding assistant the relevant documentation page, reference the documentation index, or provide the complete documentation set when broader API context is needed.

Documentation Resources

Built for Developers.

Structured for AI.

Access Lightspeed Connect documentation in formats designed for browser-based development,

AI-assisted workflows, and offline reference.

Markdown Documentation

Documentation pages are available in clean Markdown at stable URLs, providing a machine-readable version of the same technical content.

llms.txt

Use the Lightspeed Connect llms.txt resource as an index to the documentation when working with AI development tools and coding assistants.

llms-full.txt

Provide the complete Lightspeed Connect documentation set when your development workflow requires broader API context.

API User Guide

Download the complete Lightspeed Connect API User Guide as a PDF for offline reference and development workflows.

Use The Docs Your Way

Move Technical Context

Where You Need It

Lightspeed Connect documentation provides built-in options for moving API content into developer and AI-assisted workflows.


Copy the current page, view the source as Markdown, or open documentation directly with supported AI assistants.

Copy Page

Copy the current documentation page for use in your development workflow.

View as Markdown

Access a clean, machine-readable version of the documentation page.

Open in ChatGPT

Bring the documentation page into ChatGPT as part of an AI-assisted development workflow.

Open in Claude

Open the documentation with Claude when using it as part of your coding workflow.

AI-Assisted Development

From Documentation to a

Working Integration

Combine machine-readable documentation with Lightspeed Connect

developer tools to move from API research to testing.

  1. 01

    Give AI the Docs

    Use Markdown, llms.txt, or the complete documentation resource to provide API context.

  2. 02

    Build

    Develop against the Lightspeed Connect WebSocket API using your preferred development workflow.

  3. 03

    Test Messages

    Use API examples and the browser-based API Console to inspect requests and responses.

  4. 04

    Validate in Paper

    Test your integration in the Lightspeed Connect Paper Trading environment before moving to Production.

Build Your Way

Pair AI-Ready Docs with the Lightspeed Connect API

Lightspeed Connect uses JSON messages over a persistent WebSocket connection, allowing developers to work with WebSocket libraries across programming languages.


Developers using Python can also work with the optional Lightspeed Connect Python adapter, which handles common connection tasks such as logon, heartbeats, required session fields, and reconnection.

Download Documentation

Lightspeed Connect Resources

Continue Building

Development

Paper Trading

Develop and validate your Lightspeed Connect integration in a simulated trading environment.

Trading API

Options Trading API

Build single-leg and multi-leg equity options workflows with Lightspeed Connect.

Trading API

Hard-to-Borrow Locates

Integrate eligible hard-to-borrow locate requests into your custom trading workflow.

Integrate Locates into Your Trading Workflow

Explore the Lightspeed Connect API documentation for

locate requests, quotes, and orders.

Stay up-to-date

Get the latest news and promos.

Integrate Locates into Your Trading Workflow

Explore the Lightspeed Connect API documentation for

locate requests, quotes, and orders.

Integrate Locates into Your Trading Workflow

Explore the Lightspeed Connect API documentation for

locate requests, quotes, and orders.