title: websocket vs rest API for real time data?
body: <p>I need to constantly access a server to get real time data of financial instruments. The price is constantly changing so I need to request new prices every 0.5 seconds. The REST APIs of the brokers let me do this, however, I have noticed there's quite some delay when connecting to the server. I just noticed that they also have websocket API though. According to what I read, they both have some pros/cons. But for what I want to do and because speed is specially important here, which kind if API would you recommend? Is websocket really faster?</p>
  
  <p>Thank you!</p>