You should first configure the server to see it running (see http://cometdaily.com/2007/12/19/get...lightstreamer/ ).

Then you should probably firm a contract with a provider that will supply you the quotes and in turn you'll write your own data adapter to get those quotes and dispatch them to your clients through Lightstreamer.

You can write your adapter in java (see http://cometdaily.com/2008/02/12/%E2...lightstreamer/ and http://lightstreamer.com/vb/showthread.php?t=145 )
or in .NET (see http://cometdaily.com/2008/04/14/hel...lightstreamer/ )
or in any other language (see http://cometdaily.com/2008/07/29/hel...lightstreamer/ )

Finally you'll write your client code to connect to Lightstreamer and receive your data.

HTH