1. A method of compressing a plurality of data blocks of one or more financial data blocks in sequence to be sent over a network in compressed data packets making up a financial data stream in a broadcast feed using a data compression engine to generate a plurality of compressed data packets, comprising: providing a global state machine having a plurality of global states, the global states storing data used to compress data blocks for a respective data packet based on a priori knowledge of the financial data stream covering multiple data packets; providing an adaptive local state machine having a plurality of local states, the local states storing data used to compress data blocks for a respective data packet based on knowledge of one or more data blocks being compressed in generating the respective data packet, wherein the local states are reset when a message with a different beginning is detected to allow the broadcast feed to be picked up for decompression at a synchronization point; compressing the plurality of data blocks utilizing a compression algorithm of the data compression engine and data from local states of the local state machine and global states of the global state machine; and transmitting the compressed data blocks in compressed data packets in the financial data stream over a communication channel.