Multicast application design

If you have a large amount of multicast messages then it is important you think about how to use multicast.

Use separate multicast addresses for different information, e.g. market prices, positions, and risk information should be on separate multicast addresses.

If you have a large amount of information for the same type of information then use separate multicast addresses and/or separate multicast ports.

Financial market prices example

For example, say you are dealing with financial market prices on a global scale.

You might think that using a single multicast address and port would be okay, but this will quickly swamp your application, so what are the alternatives?

How about segmenting the traffic by some grouping?

• use a different multicast address (or port) for each country/region
• use a different multicast address of each trading venue (exchange)
• or use a different multicast port of each trading venue (but the same multicast address)

Background

Multicast network packets are filtered by the network card on the receiving machine, so filtering by multicast address and port is CPU free.