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How do stock market data feeds work?

or any other type of real-time data transfer from server to client ... I'm talking about a bunch of real-time data from server to client. that is, an informational update every second.

Is the server magically pushing data to the client or does it require constant polling of the server for updates? And by what protocols does this usually work? (http, socket communication, etc.)

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In server-side financial applications used by brokers / banks, etc. market data (quotation marks, deals, etc.) are transmitted via TCP through some application-level protocol, which, most likely, will not be HTTP. Of course there is no survey. The client establishes a TCP connection with the server, the server transfers data to the client. One common approach to market data dissemination is FIX . Thomson-Reuters has many proprietary proprietary mainframe secret protocols for distributing such data.

HTTP can be used for SOAP / RESTful to transfer / request data of not very large volume, for example, business news.

UPDATE FIX , - "" . , , (FAST ).

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  • - , , send(...) .

HTTP ( HTTP-). - firehose.

TCP- - . , , UDP.

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