Best practice to implement a low latency live financial data feed using WCF?

Question

I have a .NET service which need to feed live financial data to its clients. The output rate for this feed might get intense and I am looking for the best architecture to implem

Answer 1

You ask specifically about a "low latency User Feed". What do you really want with low latency, for 'Feed Only' (and especially if it does not generate revenue), could the Users wait a second; that is not low latency.

If you want to trade FAST then you need to physically move across the street from the Exchange (or nearby with an Optical Link). Next you need to 'Trade on the Card'; the Ethernet Card is 'smart' and is fed 'Trade Formulas' that program the Network Card to make a preprogrammed trade based on Data received (without pestering your Computer).

See: http://intelligenttradingtechnology.com/article/groundbreaking-results-high-performance-trading-fpga-and-x86-technologies

Learning to manipulate that Environment will buy you more than reinventing the wheel.

Ultra low latency is costly, but billions are at stake; your stakes (and pursuit of lower latency) with be throttled by $.