  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.
