[zeromq-dev] market data feed handler

Martin Sustrik sustrik at 250bpm.com
Tue Oct 4 09:07:18 CEST 2011


On 09/28/2011 07:50 PM, Daniel Cegiełka wrote:

> I suppose it is not possible to use a PUB/SUB and filtering
> (message-matching) in combination with the PGM? I noticed that if there
> is thread about the feed handler there is often used PGM. Thats why I'm
> interested experience of others in this topic...

Check the detailed description of the algorithm here:

http://www.250bpm.com/pubsub

You are specifically interested in the chapter called "Subscription 
Forwarding and Uni-directional Transports".

Martin



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