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

In the past i've used Tibco rv or raw sockets for streaming prices/ rates, where high frequency updates are expected. In this situation, it is often the client (or in in fact the user) who is the limitation (as there is only so many updates a user can process), and this is therefore an example of where you can 'lose' data. In this situation a client side service broker can be used to throttle updates.

If the system is used for automated trading or HFT then products like 29West LatencyBuster has been proven to work well and offers guaranteed messaging.