[zeromq-dev] market data feed handler

Martin Sustrik sustrik at 250bpm.com
Wed Sep 28 18:17:06 CEST 2011

On 09/28/2011 06:01 PM, Daniel Cegiełka wrote:
> Hi,
> I want to prepare the market data feed handler and I look at possible
> solutions. It would be nice if one could benefit from the topics
> filtering and multicast (more than 5 clients). This topic probably has
> already been occasionally discussed (http://whaleshark.zeromq.org/), but
> ask about witch scheme (PUB/SUB, pgm) would be recommended for this type
> of solution.
> Can anyone share their experience and thoughts on this?

It should definitely be PUB/SUB.

However, as for the transport you should decide based on the traffic 

If sum of data received by all the consumers exceeds the amount of data 
sent, use PGM.

Otherwise use TCP.


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