4 ms·
That is true but it can be really efficient for certain use cases. In the financial world, it is the de facto standard for receiving real time market data from
by Bluecobra 3y ago
That is true but it can be really efficient for certain use cases. In the financial world, it is the de facto standard for receiving real time market data from the exchange. Because it’s important data there is some resiliency. Typically you receive multicast from “A feed” and “B feed” groups and the first packet (sequence number) wins. Also each exchange has its own TCP based mechanism for error recovery (message sequence gaps). Normally everything is pretty reliable as in general most trading is done at the local exchange venue/data center and it’s just local cross connects.