Execution

Back-testing is a crucial step in a trader's strategy development, but it often comes with challenges such as coding complexity, time consumption, and the potential for errors. Lime Trading has addressed these hurdles with an innovative solution designed to simplify and streamline the back-testing process. In partnership with 

, we have introduced a user-friendly, scalable tool that enables traders, even those without extensive coding knowledge, to test and refine their strategies efficiently.

For more details, read the full article with Traders Magazine: 

____________________________________________________________________________________________________________________________________

. All investing incurs risk including, but not limited to, the loss of principal. Additional information may be found on our 

. This article is not a solicitation to provide services to customers in any jurisdiction in which Lime Trading is not approved to conduct business. The material in this article has been prepared for informational purposes only and is based upon information obtained from sources believed to be reliable and accurate; however, Lime Trading Corp. does not warrant its accuracy and assumes no responsibility for any errors or omissions. The information provided is not an offer to sell or a solicitation of an offer to buy any security. Any trading symbols or investments referenced in the article are for illustrative purposes only and are not intended to portray recommendations. Lime Trading Corp. does not provide investment advice. This material does not and is not intended to consider the particular financial conditions, investment objectives, or requirements of individual customers. Before acting on this material, you should consider whether it is suitable for your particular circumstances and, as necessary, seek professional advice.

API Trading

Unlock Smarter Back-Testing for Traders with Lime Trading x ZipLime

 --- As volatility in the markets has significantly increased over the last few weeks, Lime Trading Corp. confirms its continued commitment to provide trading infrastructure to serve retail API traders with advanced high throughput, large capacity, low-latency technology. This initiative extends the firm's established institutional-grade trading capabilities to a broader audience of sophisticated retail traders, including those leveraging artificial intelligence and machine learning in their strategies.

"We recognize the growing demand among retail algorithmic traders for professional-grade execution capabilities, especially during these highly volatile market conditions," said Johan Sandblom, President and Head of Business Development at Lime Trading Corp. "Our platform offers these traders access to the same robust infrastructure that has served our institutional clients effectively, which is particularly valuable for those developing strategies that incorporate AI technologies."

Sandblom noted the company's strategic direction: "Many retail algorithmic traders have developed sophisticated strategies that benefit from low-latency execution. As trading increasingly incorporates advanced technologies like large language models and AI-assisted decision making, we're positioning our services to meet this demand by providing direct market access with execution speeds designed for these next-generation trading approaches."

Advanced Trading Infrastructure for Tomorrow's Market

The company's offering comes as algorithm-based and AI-enhanced trading continues to grow in popularity among retail traders. Lime Trading's platform features direct market connectivity and advanced order routing designed to minimize latency---factors particularly important for traders using automated systems and AI-driven strategies.

"We believe that all traders deserve access to high-quality execution, especially as they adopt more sophisticated technological approaches," explained Sandblom. "Our platform enables retail API traders to implement their strategies, including those utilizing machine learning and large language models, with technology designed to address their specific requirements for speed and efficiency."

The company's technology infrastructure supports:

Enhanced Execution Technology for Evolving Trading Methodologies

The company's platform is designed with low-latency capabilities that aim to meet the needs of today's sophisticated retail traders. The architecture prioritizes efficiency in order processing and routing, which may be beneficial for traders employing machine learning and AI in their strategies.

"Execution quality is an important factor for strategy performance, particularly as trading becomes more technologically sophisticated," noted Sandblom. "Our platform processes orders with the same priority and routing intelligence regardless of client category, which can be particularly beneficial for time-sensitive and AI-enhanced trading strategies."

For more information about Lime Trading Corp and its API trading services designed for next-generation trading approaches, traders can contact the company directly.

 is a registered broker-dealer and member of 

, providing trading solutions for various market participants. The company maintains a focus on technology-driven trading services while adhering to regulatory requirements and industry best practices.

Trading securities involves risk, including possible loss of principal. Past performance does not guarantee future results. This press release is for informational purposes only and does not constitute an offer to sell or solicitation of an offer to buy any securities. All services are subject to applicable terms and conditions. AI-enhanced trading strategies involve unique risks and may not be suitable for all investors. The application of artificial intelligence and machine learning technologies in trading does not guarantee profitable results.

Press Release

Press Release: Lime Trading Corp. Maintains Low-Latency Platform Commitment for Retail API & LLM-Driven Trading Amid Market Volatility 

IMPORTANT DISCLOSURE: This article is for informational purposes only and does not constitute investment advice. Trading derivatives involves substantial risk of loss and is not suitable for all investors. Past performance is not indicative of future results.

What Is Quadruple Witching and Why Should Investors Be Aware?

Quadruple Witching refers to the simultaneous expiration of four types of derivatives contracts. This quarterly market event may lead to increased trading volume and potential volatility in the financial markets. Understanding this phenomenon can be helpful for investors who wish to be informed about market dynamics throughout 2025.

In this educational overview, we'll explore:

This information is provided to help investors better understand market events that may affect trading volumes and potentially impact market conditions.

Understanding Quadruple Witching: A Complete Breakdown

The financial markets experience this phenomenon four times a year when these derivatives contracts expire simultaneously:

The simultaneous expiration of these contracts creates a complex web of trading activities and potential market volatility.

2025 Quadruple Witching Dates You Need to Know

These expiration events follow a predictable quarterly schedule. Mark these critical dates on your 2025 trading calendar:

The final hour of trading on these days—from 3:00 PM to 4:00 PM EST—is often called the "Quadruple Witching Hour." This 60-minute window typically sees the highest concentration of trading volume and potential price volatility.

Market Volume Impact: What Traders Should Expect

Trading Volume Patterns During Quadruple Witching

During Quadruple Witching days, market volume experiences significant spikes, particularly in the final trading hour. This surge occurs as market participants scramble to close, roll over, or adjust their derivative positions before expiration.

Historical data shows trading volumes can increase by 50% or more compared to regular trading days. This heightened activity creates both challenges and opportunities for different types of investors.

Understanding the behavior patterns of various market participants during Quadruple Witching can help you navigate these high-volume trading periods more effectively:

Large institutional investors typically plan their moves well in advance of Quadruple Witching days. They often adjust their portfolios gradually to minimize market impact. These major players frequently use the increased liquidity to execute large block trades or rebalance positions with minimal slippage.

Market makers provide essential liquidity during these events by actively managing risk exposure through unwinding or rolling over hedged positions. Their activity significantly contributes to the increased trading volume, especially during the final hour.

Individual investors often approach Quadruple Witching with caution. Some reduce trading activity due to higher volatility, while others view these events as short-term trading opportunities. Retail traders should exercise extra vigilance due to potentially wider spreads and rapid price movements.

Specialized traders focus on identifying and exploiting temporary price discrepancies that emerge during increased activity. They engage in index arbitrage or options-related strategies that help maintain price alignment across different market segments.

HFT firms typically increase their activity during these periods, capitalizing on higher volatility and trading volumes. Their algorithms are specifically calibrated to handle the unique market conditions of Quadruple Witching days, contributing to market efficiency but also potentially increasing short-term volatility.

Triple vs. Quadruple Witching: What's Changed?

The concept originally evolved from Triple Witching, which involved only three types of contracts. The addition of single stock futures in 2002 transformed it into Quadruple Witching. However, markets have evolved significantly over time.

As of 2020, single stock futures no longer trade in the U.S., effectively making it Triple Witching again in practice. Despite this transition, the market impact remains significant:

Traders should approach both events with similar strategic planning and risk management practices.

Considerations During Quadruple Witching Periods

Conclusion: Understanding Market Calendar Events

This article has provided an overview of Quadruple Witching as a quarterly market event that has historically been associated with increased trading volumes. Being aware of these dates may be helpful for investors who wish to understand various factors that can influence market activity.

All investors are encouraged to conduct their own research and consider consulting with qualified financial professionals before making investment decisions.

Frequently Asked Questions About Quadruple Witching

What should individual investors understand about Quadruple Witching periods?

Individual investors may wish to be aware of these market calendar events. Some financial professionals suggest that investors who are concerned about potential market volume fluctuations might consider consulting with their financial advisors about how these events relate to their personal investment plans.

How do market participants generally approach Quadruple Witching days?

Various market participants may have different approaches to these periods. Some institutional participants may make preparations in advance, while others may not have specific protocols related to these dates. Market approaches vary widely based on investment objectives, time horizons, and individual strategies.

What distinguishes Triple Witching from Quadruple Witching?

Triple Witching has historically referred to the simultaneous expiration of stock options, stock index futures, and stock index options. Quadruple Witching technically added single stock futures as a fourth component. As mentioned previously, single stock futures no longer trade in the U.S. markets as of 2020, though the terminology remains in use.

Do Quadruple Witching events typically affect long-term market trends?

Historical observations suggest that any volume or volatility associated with these quarterly events has generally been short-term in nature. Long-term market trends are typically influenced by broader economic factors, company fundamentals, and macroeconomic conditions rather than derivatives expiration dates.

Do different market sectors respond differently to Quadruple Witching?

Market sectors may experience varying levels of activity during different market conditions. Historical trading data suggests that sectors with higher derivatives activity may experience more noticeable volume changes during expiration periods, though individual securities and sectors respond to numerous factors beyond derivatives expirations.

ADDITIONAL DISCLOSURE: All information provided represents general market education and does not take into account your personal financial situation. Please consult with qualified financial, legal, or tax professionals before making any investment decisions.

Lime Trader

Quadruple Witching: What You Need to Know and its Effects on Market Volume in 2025

This week (starting March 10), there is a flurry of economic data scheduled for release. The problem for investors is that quantity blurs quality, so figuring out which data to prioritize is a challenge.

Considering current economic conditions, with weakness on both GDP and inflation, we are focusing primarily on anticipatory data – not as much where we are, but where we are likely to go. 

Our main priority is investment figures, as they historically correlate with stagflation. When gross investment drops below what the economy needs to replace depreciated production capacity, the system loses the ability to supply enough goods to satisfy demand. This creates a double whammy of inflation (supply < demand) and slow growth (drops in investment and consumption).

The second variables we underscore refer to employment, consumer sentiment, and wages. These can be a bit more nuanced – a strong labor market with low unemployment and rising wages generates inflation pressures but supports GDP, or poor consumer sentiment anticipates lower inflation but a drop in consumption (and as a result, GDP). Nevertheless, these are good anticipatory variables for future consumer behavior whose behavior will drive or drag the overall GDP trend considering that consumption represents 65% to 70% of the US economy.

In the calendar for the week starting March 10, we highlight:

[Note: the WEI is an overlooked-but-valuable blend of 10 indicators covering consumer behavior, labor market, production data, etc., and it’s a good leading indicator for GDP growth trends.]

You may unsubscribe from these communications at any time. For information on how to unsubscribe, as well as our privacy practices and commitment to protecting your privacy, please review our 

Lime Insights

In the Economic Data Forest, Which Trees Matter in Today’s Environment?

In the fast-paced world of trading, every millisecond counts. Recently, Traders Magazine sat down with Johan Sandblom, President and Head of Business Development at Lime Trading, to discuss the crucial role of latency and trading speed in achieving success in the markets. Here’s a breakdown of their conversation, offering expert insights into how latency impacts execution quality and what traders can do to stay competitive.

 “How and why is latency important in trading?”

 “Latency is important because it affects execution quality. Thinking about how it affects queue positioning – if you and I both want to buy 100 shares of Microsoft right now and you are using the faster system, you’re going to get executed first and I’m going to sit in the queue. It’s like being in line behind you at the grocery store – I’m going to have to wait.

So, while queue positioning isn’t necessarily something people think about much, it matters because it affects execution quality, which in turn affects the overall performance or alpha of a strategy. This is especially the case if you’re doing hundreds or thousands of trades daily.”

Key Components of Low Latency and Competitive Trading Speed

 “What are the important components of low latency and having at least competitive trading speed?”

 “I think a lot of folks out there don’t have a good understanding of what physical location means. For example, if you are in Secaucus (NJ), you have close access to the CBOE venues that are there, but if you’re sending orders from Secaucus to NASDAQ in Carteret, about 20 miles away, it’s going to take a couple hundred microseconds for the order to get there. So, if you’re in Secaucus and I’m in Carteret and we’re both trading on NASDAQ, I’m going to beat you every single time.

It’s the same for NYSE in Mahwah, which is even further away. If you trade a lot on the NYSE, you should consider being in Mahwah physically to cut out the hundreds of microseconds that it can take for an order to get to Mahwah from a different exchange co-location center.

Another important component of low latency pertains to the (US Securities and Exchange Commission) market access rule, 15c3-5, which requires firms like us to do pre-market risk checks. But there are differences in how quickly brokers can do that check – some firms do it in the seconds, some in the hundreds of milliseconds, others in microseconds, even single digit microseconds. So, if you’re an active trader for whom latency is important, you most likely want to work with a broker that has a check with very low latency, otherwise your orders will be held up.

It’s helpful for trading firms to measure and understand where their latency is coming from. This includes geography; what network components your broker uses; the number of hops the order takes from the client to the exchange; and simplicity of the technology. Eventually, I think we will see more transparency into fill rates and information leakage and things like that. But until then, if latency is important, clients should understand how to measure latency with their current broker and understand where the bottlenecks are.”

“What does Lime Trading offer in terms of low latency and fast speed?”

 “We provide infrastructure, technology, security, and reliability. We are in all three co-location centers – Carteret, Mahwah, and Secaucus. As members of all US equity exchanges, we have direct market access, which cuts down the hops. And we have dark fiber links for a mesh network between the different data centers.

On the trading technology side, we provide direct market access, we have smart order routing, and we have benchmark algos. We have simplified APIs for integration of trading and workflow and strategies via flexible integration such as FIX API, C++, Java, Python, C-sharp, and binary exchange protocols. For security and reliability, we are compliant with market access rule 15c3-5, and we have a low-latency pre-trade risk control with real-time risk and synchronization across all trading sites.” 

Optimize Your Trading Strategy with Low Latency

To stay ahead of the competition, traders should prioritize low-latency systems and strategies. Understanding latency’s impact, measuring it effectively, and ensuring you have the right technology in place can be the difference between success and missed opportunities in today’s fast-moving markets.

This article contains excerpts from an article published by Trader’s Magazine in February 2025 with quotes by Johan Sandblom, President of Lime Trading Corp. and a summary by Lime Trading.

. High frequency trading is only for sophisticated investors with high risk tolerance. You may lose more than your initial investment.

Latency

Understanding Latency and Trading Speed: Insights from Lime Trading’s Johan Sandblom

API trading, or Application Programming Interface trading, refers to using a software interface to interact with financial markets and execute trades automatically. Instead of manually placing trades through a trading platform's interface, traders can programmatically connect to a broker or exchange's systems to send buy and sell orders, retrieve market data, and/or manage accounts. 

Lime offers powerful API trading solutions for its users: the REST API for clients using Lime Trader and the FIX API for Lime Direct users. The REST API provides a simple and flexible interface for automated trading and integration with Lime’s trading platform, allowing users to execute trades, retrieve market data, and manage accounts programmatically. For more advanced traders, the FIX API offers a high-performance, industry-standard protocol, enabling faster execution and more robust trading strategies. Both options provide seamless integration, making Lime a great choice for traders looking to automate and optimize their trading workflows. 

When API Trading Might Be Right for You: 

•	If you want to automate and optimize your strategies. 

•	If you have technical knowledge or are willing to learn to code. 

•	If you’re looking for speed, efficiency, and real-time execution in a fast-paced market. 

•	If you're interested in back testing and optimizing trading strategies. 

•	If you have the capital to handle the risks and costs involved. 

Learn more about API Trading with Lime on our website and 

API Trading with Lime

It’s true that as the year winds down the markets see overall less trading volume. Market holidays and family vacations ensure things are quieter. But days off with the family and market closures don’t necessarily equate to a lack of significant events as we head into the end of the year.

”  day as well as a major day for index rebalances. On that day, Lime Trading hit a 

 in the last 15 minutes leading up to the closing bell—

In addition, December 31 is both the end of Q4 and the last day of the year. Year-end/end-of-quarter falling on the same day is typically when fund managers make big final adjustments for portfolio positions and tax considerations. It’s also an election year, a time when markets typically see positive returns in the latter half of December.

In short, a lot can and does happen in December. As Johan Sandblom, President and Head of Business Development for Lime Trading puts it: “It is a misconception that there is nothing going on in the markets in December.” 

For more, check out the December edition of 

Interested in learning about how Lime Trading can support your low latency US equities and options trading strategies? We’d love to hear from you. Contact 

What to Watch in Equities Markets as the Year Winds Down

Lime Trading’s dynamic CEO Eva Sehic has been central to our company’s success. We’re happy to announce that she was recently recognized as one of the winners of the 

We had the pleasure of sitting down with Eva where she walked us through her vision for the future as well as what’s challenging today about creating innovative technology in a sometimes risk-averse industry. 

Q: Name one lesson you’ve learned about balancing innovation with the complexities of global markets? 

: One key lesson I’ve learned is the importance of partnerships. Continuous product innovation is a crucial part in being successful in creating the balance. However, I have found that creating a strategic ecosystem of partners who will allow you to scale more quickly and sustainably in increasingly competitive and regulated markets is even more important in achieving that golden balance. 

Our global markets are quite complex and regulated. When we work together, companies can solve much bigger, more complex challenges, allowing us to maximize our competitive advantage and deliver better experiences and results for clients of all shapes and sizes. 

Q: What qualities or habits have been key to your success as a leader in such a dynamic field? 

: Adaptability, curiosity, and resilience have been pivotal to my success. The financial industry evolves rapidly, so staying informed and open to new ideas is essential. I’ve also learned that building strong, collaborative teams is key, surrounding myself with diverse thinkers and empowering them to share their ideas fosters a culture of innovation. Consistently learning, leading by example, and being willing to pivot when needed have allowed me to thrive in this dynamic field.

Q: What excites you about the financial industry? 

: What excites me most is its potential to shape the future of global economies, corporations, and individuals. The rapid advancement of technologies like AI, blockchain, and machine learning is transforming the industry, making it more efficient, transparent, and accessible. 

There is a real opportunity to create innovative solutions that drive positive change, both for financial institutions and individuals seeking to empower their financial futures. I’ve been part of this industry for decades and have lived through some significant market and historical events. But, seeing this “brave new world” emerge is quite exciting. We have a front row seat in watching the application of digital technology to financial services, and have a unique opportunity to aid in reimagining the future of global markets as we know them through digital innovation. 

Q: What lessons have you learned from working in your industry that you’d like to share? 

: The importance of perseverance in the face of resistance. 

It’s human nature to reject change and embrace safety. Financial markets can be traditional and slow to accept change, and it can be challenging to introduce new ideas. However, persistence—paired with a clear vision and strategic partnerships—can lead to exciting breakthroughs. It’s essential to remain patient and trust your innovations, even when it takes time to see results. 

The key is to keep pushing forward, adapt as necessary, and remain focused on long-term goals. 

To learn more about how Lime Trading can support your low latency trading strategies, contact sales@lime.co or call us at 646-558-3434.

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Awards

Lime Trading CEO Eva Sehic Receives the 2024 Women in Finance 'Excellence in Innovation Award'

Lime Trading Corp President and Head of Business Development, Johan Sandblom, recently participated in the 

 conference in Frankfurt, Germany. In addition to exhibiting at a booth, he gave a Master Class in the US equities and options markets and the impact of latency on execution quality. It was a very well attended event with thousands of attendees eager to learn more about tools and services that can help them trade more efficiently. There is significant global interest in trading across all skill and experience levels. 

He identified three key themes that everyone wanted to know about: 

•	Working with the right broker for low latency market access 

With more than 20 years of experience in the market, Lime Trading offers a wide range of products and services that provide flexible solutions, trusted technology and great service for low latency market access that meet the needs of the global trading community. We have an API solution for any skill level from REST API, Python, and C++ to FIX and advanced binary connectivity.

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Our team had great, engaging conversations throughout the event about these trending topics and specifically our back-testing environment, access to real time market data, our wide-range of APIs, trading technology, infrastructure, reliability, the importance of low latency solutions for direct-market-access (DMA).

During the event, Johan observed a great interest in Lime Trading’s products and services. “There is an enormous interest in trading and people are very curious about learning and understanding the market better so they can implement their trading strategies through efficient technologies and brokerage services. 

During our Master Class discussing the US markets in particular, the audience had great interest in understanding the US Equity and Options landscape, the infrastructure and trading applications around it, and how important a low latency solution is to get execution quality. The topic that created the most reaction was the importance of latency to the markets as it can affect queue positioning, cost management, and ultimately the overall performance of the strategy.”

We want to thank the World of Trading team for putting together a great event and thank everyone who stopped by our booth and participated in the Master Class for the thoughtful and engaging discussions about trading in the US markets.  

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Events

Event Recap: World of Trading - Germany

As investment tools become increasingly democratized, traders have more opportunity than ever to challenge the status quo.

As we see an increase of those retail traders, the industry has to meet the opportunity and the increased demands right along with it.

Free trades may have been enough of an allure to drive new business to platforms, but those days seem to be headed to a quick close. Today’s increasingly smart and experienced retail traders are seeking execution quality.

Per Lime Trading president Johan Sandblom: “We now hear questions from retail about what type of application programming interfaces (APIs) are offered for their automated strategies, what order capacities are, questions around various order types, how orders are processed, what latencies are, and how all of it impacts their overall execution.”

To learn more about how Lime Trading can support your low latency trading strategies, contact 

Execution Matters: Innovation Driving Retail Traders

Driven by retail participation (which saw an increase from about 35% of the market pre-pandemic to 40-45%), retail options trading remained strong through September. Per Director of Research at NYSE Steven W. Poser in a December 2023 report, post-pandemic data “suggests that substantial retail options trading is here for the foreseeable future.”

What does that mean for low latency stock options trading providers? As noted in Trader’s Magazine, Johan Sandblom, President and Head of Business Development at Lime, “Retail is becoming smarter.”

“For many investors, trading options isn’t an alternative but an addition to their traditional equity portfolios,” Sandblom continued. “That is why we make it easy to trade both asset classes through a single API (application programming interface). 

We want our traders to be able to focus on their strategy, so we design our tech to make it easier for them to do just that

For more about how traders can stay informed and prepared in the current options trading landscape, please check out more in the latest edition of Execution Matters:

To learn more about how Lime Trading can support your low latency US options trading strategies, including multi-leg options and shorter maturities, contact 

Execution Matters: US Options Trading Volumes Remains Strong in September 2024

 – Lime Trading Corp “Lime Trading”, a leading agency broker delivering fast, reliable and scalable direct market access to the US equities and options markets, announces the appointment of Eva Sehic as Chief Executive Officer and Johan Sandblom as President and Head of Business Development. These appointments reinforce Lime Trading’s commitment to optimizing business operations to best serve the trading community and deliver continuous product innovations that empower sophisticated retail traders alongside institutional clients.

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Eva Sehic is a proven leader with extensive experience leading mission-critical business operations in complex global markets at renowned firms including Goldman Sachs and Deutsche Bank. Since joining Lime in September 2023, she has achieved significant cost containment, operational efficiency, and collaborative strategy development, laying a solid foundation for further innovations.

“I am honored to lead alongside Johan to deliver unmatched execution quality and hightouch client services and am committed to growing our community of sophisticated traders via both our screen trading platform (Lime Trader) and our trading technology suite (Lime Direct).” She continued, “I have truly enjoyed getting to know the Lime Trading team am eager to further our mission to serve our diverse community of traders, partners, and employees.”

As President, Johan Sandblom — who has championed Lime execution technology for nearly two decades — will focus on fostering growth and innovation through enhanced product development and deeper collaboration with the trading community.

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“The essence of Lime Trading’s success lies in the transparent, collaborative relationships we cultivate with our clients,” stated Johan Sandblom. “Our leading-edge execution technology ensures top-tier performance for both retail and institutional traders, positioning Lime Trading as the ideal partner for ambitious traders at every level—from emerging retail traders and systematic novices to established hedge funds and market makers.”

Lime Trading was established in 2000 by hedge fund traders who couldn’t find a brokerage firm to meet their needs for volume, speed, and privacy — so they created one. Today, Lime Trading is expanding competitive access to everyone who values quality execution. Lime is filling a void between the bulge bracket banks and retail brokerage firms for sophisticated traders that need fast, reliable, compliant, scalable access to the US equities and options markets. 

Lime continues to evolve and expand its offering for traders of all strategic approaches with recent additions of VPS offerings, Python coding languages for its popular retail trading API, and introducing new order types – a direct result of their collaborative client relationship approach. Looking forward, Lime continues to expand its offering to remain at the leading edge of trading technology worldwide.

For more than twenty years, Lime Trading has been focused on developing tools and technology to enhance traders’ access to markets. Through their suite of products and services including a broad range of APIs, platforms and technology solutions, Lime Trading partners with retail and institutional traders to execute trading strategies at the speed they need and execution quality they can trust. With no commission on U.S. equity trading, Lime is uniquely positioned to provide fast, cost-effective access to the markets. Lime Trading Corp is an SEC-registered broker-dealer, member of FINRA/SIPC/NFA.

Lindsey Becker, Chief Marketing Officer at Lime Trading

Lime Trading announces the appointment of Eva Sehic as Chief Executive Officer and Johan Sandblom as President and Head of Business Development. 

Lime Trading Corp Strengthens Leadership Team with Key Executive Appointments

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Access a vast repository of historical market data, enabling you to test and refine your trading strategies with precision

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Automate your trading, build your own apps, or connect to existing front ends.

Trading REST API & Python SDK

For traders looking to code in a native programming language or directly to FIX protocol and execute directed (DMA) or Lime Smart Order Router (LSR) orders

Lime Connect API & FIX Protocol

In the world of high frequency trading, colocation can help give you a competitive edge

Hosting & Colocation

Api Trading

lime

Lime Trading Corp. is a registered broker-dealer and member of <a href="https://www.finra.org/" target="_blank">FINRA</a> and <a
 href="https://www.sipc.org/"
 target="_blank"
 >SIPC</a>. Lime Trading Corp. also is a registered futures commission merchant and a member of the <a href="https://www.nfa.futures.org/" target="_blank">NFA</a>. Additional information can be found by clicking
 <a
 target="_blank"
 href="https://brokercheck.finra.org/firm/summary/11826"
 >
 FINRA's Broker Check</a
 >. All investing incurs risk, including but not limited to loss of principal. Further information may be found on our
 <a href="https://lime.co/disclosures/" target="_blank">Disclosures Page</a>. 


 

 
Options involve risk and are not suitable for all investors as the special risks inherent to options trading may expose investors to potentially rapid and substantial losses. Please review the <a
 href="https://www.theocc.com/Company-Information/Documents-and-Archives/Options-Disclosure-Document"
 target="_blank"
 >Options Clearing Corporation Options Disclosure Document</a
 > for the risks associated with trading options. Hedging and protective strategies generally involve additional costs and do not assure a profit or guarantee against loss.
With long options, investors may lose 100% of funds invested. Covered calls provide income,
downside protection only to the extent of the premium received, and limit upside potential to the strike price plus
premium received. Multi-leg option orders are not a standard option trade. There is no national best bid or offer for
multi-leg orders. Multi-leg trades are executed on the exchanges at the discretion of specialists or market makers, who
cannot be held to a net price on a multi-leg order. Therefore, you may not receive the national best bid or offer on
each individual leg of an order. Multi-leg orders are executed as a single trade on the same exchange. Legs cannot be
executed separately on different exchanges to get the national best bid or offer for each leg. Each individual leg of a
multi-leg order can be subject to early exercise risk, possibly taking away the protection that the multi-leg position
may provide. Partial or full assignment on a leg may originate a margin call or losses greater than you anticipated when
you entered into the position. When a multi-leg order is canceled or filled, additional reporting may be required by the
specialist or market maker. Reporting fills and cancels may cause delays and create risks, especially in fast moving
markets. Other risks might be associated with multi-leg options trading.

Execution

Unlock Smarter Back-Testing for Traders with Lime Trading x ZipLime

Press Release: Lime Trading Corp. Maintains Low-Latency Platform...

Quadruple Witching: What You Need to Know and its Effects on Market...

In the Economic Data Forest, Which Trees Matter in Today’s...

Understanding Latency and Trading Speed: Insights from Lime Trading’s...

API Trading with Lime

What to Watch in Equities Markets as the Year Winds Down

Lime Trading CEO Eva Sehic Receives the 2024 Women in Finance...

Event Recap: World of Trading - Germany