Several firms (not the one I currently work for) have implemented their own variants of NASDAQ's "MOLD" reliable udp protocol: https://www.nasdaqtrader.com/con

Several firms (not the one I currently work for) have implemented their own variants of NASDAQ's "MOLD" reliable udp protocol: https://www.nasdaqtrader.com/content/technicalsupport/specifications/dataproducts/moldudp.pdf https://www.nasdaqtrader.com/content/technicalsupport/specif... It is actually quite good.