[zeromq-dev] market data feed handler

[Martin Sustrik]

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 
profile.

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

Otherwise use TCP.

Martin