Pushing Market Depth (Level 2) to HTML Clients


Lightstreamer recently published an article on pushing Level 2 market data to a HTML client.  An interesting article with offers the read source code and appropriate commentary on how the demo works.  What I think is missing, and maybe Lightstreamer can update the article in the future, is in my view the following:

 

  • Performance numbers for both websockets and non-websockets
  • Links from the article to other articles Lightstreamer might have on Data Adapter and filtering.  Filtering is particularly key when the client (HTML) become overwhelmed with data, and can’t keep up with paints (renders)
  • Commentary on disconnect of the client and reconnect and the impact on the market data feed.  Likewise commentary on server (adapter death) and the performance of fail-over, recovery
  • Bandwidth usage

Overall, an interesting article

~ by mdavey on May 1, 2015.

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