Does anyone know how sites that have a real-time feed of a lot of data work? I am referring to something like a stock site, where they can tell you in real time (well, 20 minute delay mostly, but still real-time – 20 minutes as I understand it).
They have thousands of data pieces delivered to them every second, I would imagine: MSFT 25.00 +.23 VOL 12000 ???? for each stock that had a change during some interval.
So, is there just a constant feed of small pushes going on? Or do you think a site will pull from the place that has the real data and say ‘give me all changes since 12:23:45 CST to now’ type query?
I ask this because at work we might have a situation where we need to have at our application’s fingertips real time information like this, and it won’t make sense to hit our third party provider over and over and over again every second…
Generally there is a server/client protocol defined between the 2 parties. In the company I work for the connection is maintained at all times.
Here is info on real time data feeds to go with your stock example
NYSE,NASDAQ
It is common for data providers to also have FTP sites with (delayed) batched data. One that comes to mind is the NWS EMWIN