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We describe in detail the online data analysis pipeline that was used in themulti-messenger search for common sources of gravitational waves (GWs) andhigh-energy neutrinos (HENs) during the second observing period (O2) ofAdvanced LIGO and Advanced Virgo. Beyond providing added scientific insightinto source events, low-latency coincident HENs can offer better localizationthan GWs alone, allowing for faster electromagnetic follow-up. TransitioningGW+HEN analyses to low-latency, automated pipelines is thereforemission-critical for future multi-messenger efforts. The O2 Low-LatencyAlgorithm for Multi-messenger Astrophysics (\pipeline) also served as aproof-of-concept for future online GW+HEN searches and led to a codebase thatcan handle other messengers as well. During O2, the pipeline was used to takeLIGO/Virgo GW candidates as triggers and search in realtime for temporallycoincident HEN candidates provided by the IceCube Collaboration that fellwithin the \ninetyCR of the reconstructed GW skymaps. The algorithm used NASA'sGamma-ray Coordinates Network to report coincident alerts to LIGO/Virgo'selectromagnetic follow-up partners.

Low-Latency Algorithm for Multi-messenger Astrophysics (LLAMA) with Gravitational-Wave and High-Energy Neutrino Candidates