Distributing Real-Time Market Data Using ZeroMQ / NFS?
Definatly do NOT use the file system. ZeroMQ is a great solution wiht bindings in Py. I have some examples here: www.coastrd.com. Contact me if you need more help.
Suppose that you have a machine that gets fed with real-time stock prices from the exchange. These prices need to be transferred to 50 other machines in your network in the fastest possible way, so that each of them can run its own processing on the data.
What would be the best / fastest way to send the data over to the other 50 machines?
I am looking for a solution that would work on linux, using python as the programming language. Some ideas that I had are:
(1) Send it to the other machines using python's ZeroMQ module
(2) Save the data to a shared folder and have the 50 machines read it using NFS
Any other ideas?