Yes, you can keep lancelets (Amphioxus) in aquaria. There's a biological supply house that sells them for classroom and lab studies.
http://www.monsterfishkeepers.com/forums/showthread.php?21936-Older-Than-Dinosaurs-The-Lancelet
http://www.monsterfishkeepers.com/forums/showthread.php?21936-Older-Than-Dinosaurs-The-Lancelet