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    <p>Live financial data? Never rely on WCF on that. Instead, go with what other industries use. i.e. NASDAQ uses <a href="http://www.rti.com/products/dds/" rel="nofollow">Real-Time Innovations - Data Distribution Service</a> to deliver live stock ticks to users. They provide C/C++/C# api for their communications libraries, which is extremely easy to setup and use (compared to WCF).</p> <p>In general, this sort of real-time data feeds use <a href="http://en.wikipedia.org/wiki/Publish/subscribe" rel="nofollow">publish/subscribe paradigm</a> which helps to make sure that the communication happens with minimal overhead. This sort of an approach is the main idea in message-oriented middle ware and it is exactly what financial services use for real-time stuff.</p> <p>On a side node, you can deliver real-time audio-video packets using RTI-DDS library, as far as I know, unmanned aerial vehicles like MQ-9 uses again this library to deliver live video &amp; geo-location information to the ground control stations.</p> <p>There are also free data distribution service libraries but I've no experience in them. You just need to google for it.</p> <p><strong>Edit</strong>: I'm currently prototyping some HMI (human machine interface) software which uses aforementioned RTI-DDS libraries along with two other libraries which have such message oriented architectures, which did work a thread up to now for all my real-time communication needs. Here is a demo: <a href="http://epics.codeplex.com/" rel="nofollow">http://epics.codeplex.com/</a> (It will be used in remotely controlling the equipment in our brand new nuclear research facility)</p>
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    1. POBest practice to implement a low latency live financial data feed using WCF?
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    1. USTeoman Soygul
    1. USTeoman Soygul
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    1. COI agree - an option could be to look at ZeroMQ + PGM; http://www.zeromq.org/
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      1. USlarsw
    2. COI'm currently learning some basics of Tibco Randezvous messaging platform and this real time messaging is also provided on top of UDP protocol with publish subscribe message exchange pattern (except certified messaging where you demand guaranteed delivery). Many world wide banks are using Tibco platform.
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      1. USLadislav Mrnka
    3. COYep, good point there.
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      1. USTeoman Soygul
 

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