On 07/17/2011 09:56 AM, Marc Ilgen wrote:

> A second approach would be to use two sockets. One is a PUB/SUB socket where
> the server sends out its twice a day messages and the client gets those
> messages over a SUB socket. Since the client cannot respond over that sub
> socket, there is a second REQ/REP socket set up. When the client gets its
> SUB message, it then sends an acknowledgement over the REQ socket back to
> the server. This seems like it would work, but I'm not convinced it is the
> most elegant approach.

Yes. This is the right approach. Basically, you have two distinct 
topologies: market data topology and order processing topology. Each has 
pretty different semantics and thus they should be physically separate 
not to introduce undesirable coupling between the two.

Martin
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