  We describe in detail the online data analysis pipeline that was used in the
multi-messenger search for common sources of gravitational waves (GWs) and
high-energy neutrinos (HENs) during the second observing period (O2) of
Advanced LIGO and Advanced Virgo. Beyond providing added scientific insight
into source events, low-latency coincident HENs can offer better localization
than GWs alone, allowing for faster electromagnetic follow-up. Transitioning
GW+HEN analyses to low-latency, automated pipelines is therefore
mission-critical for future multi-messenger efforts. The O2 Low-Latency
Algorithm for Multi-messenger Astrophysics (\pipeline) also served as a
proof-of-concept for future online GW+HEN searches and led to a codebase that
can handle other messengers as well. During O2, the pipeline was used to take
LIGO/Virgo GW candidates as triggers and search in realtime for temporally
coincident HEN candidates provided by the IceCube Collaboration that fell
within the \ninetyCR of the reconstructed GW skymaps. The algorithm used NASA's
Gamma-ray Coordinates Network to report coincident alerts to LIGO/Virgo's
electromagnetic follow-up partners.
