>     The main reasons are
>     
>     The processing application receives these requests in a TCP connection; 
> and
>     the sending application sends them at a rate of 500 per second.
>     
>     So I need to receive this request then go back and listen for the next one
>     as the request is processed by the dll; instead of receive > process > 
> reply
>     > wait for next; because when I get to the "wait for next stage" the 
> sending
>     application might have already send 1000 or so messages, most of which I
>     have already missed!
There should be NO message, you miss! The protocols are responsable (is that 
spelled correctly???) for delivering messages.
If it takes too much time to process each message, you have to build a fifo 
stack to cut down the peaks (which one of the 'normal' protocols already does).
Are you using Indy? if not, USE INDY!!!!
A small calculation shows, that your Connection will run with about 50 kB/s 
which is quite a lot. The wire is capable of that, so you could use
several simultaneous connections at the same time from client to server which 
can reduce the bottleneck. 
And if that is not enough, you could use more than one server.....

Bob



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