C# / .Net stock tick data transportation libraries / API ?

Question

I am currently trying to find a simple, easy way to publish/broadcast stock tick data (real time) between C# applications. I am currently using nServiceBus for some other publish/send message communication processes, however I believe the overhead of MSMQ/serialization/etc. will be too much for transporting time-critical data such as stock data (although these layers can be replaced).

Can anyone recommend a transportation/communication framework that is available for .Net / C# which will support sending stock tick data across it easily? It would need to be able to support at least around 100 stocks tick data feeds in parallel, publishing to maybe 5-10 different C# applications.

At the moment my current strategies are either to write a light weight transportation layer for nServiceBus to see if it will be suitable, or write a simple light weight API on top of just standard sockets to see how that goes. Neither of these are ideal though as it requires more code for myself to write & maintain ;)

Suggestions welcome! A little related, bonus points for:

• Recommendations on open-source / free stock graphing libraries for C#
• Recommendations on database solutions for storing tick data

Answer 1

You should look at something like 0MQ (ZeroMQ) for broadcasting real-time quotes. Implementation looks simple enough. They have C# bindings - http://www.zeromq.org/bindings:clr You should also check this out - http://www.zeromq.org/whitepapers:market-analysis