Lightspeed doesn't use an API per say, but they use sockets and conversations So like, you connect to their socket and send some text, and it responds with text. In theory it's really straightforward and really easy, but they don't provided a tutorial or any examples. So even though their documentation is really thorough, it's really hard to get started. Like, they'll say "If you want a market snapshot, send a MS command." And that's the limit of what they tell you. If anyone has any five minute how-tos, or can point me to a tutorial (other than their documentation), or even examples of conversations, I'd appreciate it
Dear Sirs, I checked lightspeed docs recently. They provide net packets specs. As a professional programmer, I have an experience to work with that programming level & I'm ready to create some sort of higher level API using c++ (windows or linux), php or java . So if somebody are interested in, let me to know. Regards, Igor
Hi igorvlassov, Do you have more details on the higher level implementation of Lightspeed Trader API? Have you done programming on this?