Do you mean that Nginx would intercept requests directed to Lightstreamer Server,
then forward them to the Server through a different HTTP connection?
This would partly limit Lightstreamer capabilities; see
this post, or
this one, for similar cases.
If you can instruct Nginx to only route packets to Lightstreamer (in a way similar to a load balancer) this would be ideal.
I can't answer on the insights of Nginx.