Actually, even FAST was too slow for us. This was a proprietary messaging middleware library. And this particular market data feed was the direct one into the m

Actually, even FAST was too slow for us. This was a proprietary messaging middleware library. And this particular market data feed was the direct one into the matching engine itself. For the rest of the system, we used a sort of reliable multicast using UDP for the first transmission and TCP for missed messages. We initially tried out a Gossip/Epidemic protocol but that didn't work out too well.