Distinct Endpoints in One Program

A program can have more than one endpoint to tap into more than one transport message stream. In the following diagram, a Stock Market Data Feed sends a message stream, Inform, that consists of many small messages, produced at high speed, containing time-sensitive data such as buy offers, sell offers, and executed trades. It is crucial that the Trader program receives these messages with minimal latency and acts without delay.

As shown in the diagram, the Trader program produces two message streams:

• The Execute stream is time-sensitive for active trading.

• The Report stream is not time-sensitive and messages are used to satisfy regulatory requirements.

It is critical that the Report stream not slow the Execute stream.

The architecture of the Trade program reflects these requirements with three separate endpoints:

• EP2 for the inbound Inform stream
• EP3 for the outbound Execute stream
• EP4 for the outbound Report stream

The administrator deploys the programs and arranges transports to satisfy the performance requirements. The Inform and Execute streams require minimal latency, while the Report stream can use a slower transport technology.