[zeromq-dev] Publisher Side Filtering Revisited

[Patrick Sulin]

This topic was previously discussed here:

http://lists.zeromq.org/pipermail/zeromq-dev/2010-June/004194.html

So I understand why this is done, but it seems to make the 0MQ PUB-SUB topology 
not very useful for real time market data since it will result in so 
many unnecessary messages sent.
This is confusing because the other aspects of 0MQ, low latency and the high 
rate of small sized messages/sec 
that can be delivered, seem to be built just for this purpose.

The solution seems to require having symbol and data type subscriptions sent via 
a PAIR or REQ-REP,
and then using the PAIR to send data or have have a PUB-SUB with only one SUB. 
 Either way one 
is forced implement topologies in ways they were not meant to be used and the 
value of 0MQ is lessened
to the point where I have to weigh it against using boost sockets or using 
something more robust like Apache Qpid.

I suppose that I could create hundreds of sockets and partition out the data 
based on message type and the first letter of the symbol,
but that would still send a lot of unnecessary messages and would cancel out 
most of the elegance of 0MQ.

Anyone know how to approach this problem with 0MQ?
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