We have obtained high time resolution (seconds) photometry of LMC X-2 in December 1997, simultaneously with the Rossi X-ray Timing Explorer (RXTE), in order to search for correlated X-ray and optical variability on timescales from seconds to hours. We find that the optical and X-ray data are correlated only when the source is in a high, active X-ray state. Our analysis shows evidence for the X-ray emission leading the optical with a mean delay of <20s. The timescale for the lag can be reconciled with disc reprocessing, driven by the higher energy X-rays, only by considering the lower limit for the delay. The results are compared with a similar analysis of archival data of Sco X-1.
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