Pushing real time data usingHTML5 Web Sockets

Abstract: The current browser landscape has no real support for server initiated push. Existing technologies such as Comet and AJAX emulate server push using "long-polling" and rely on maintaining two connections between client and browser for streaming. The latest HTML standard, HTML5, is introducing elements which will integrate web front-ends much tighter with server back-ends. Most importantly, web sockets are now being introduced and thereby allowing browser applications to receive asynchronous updates from the server side, so called server push. Web sockets de ne a full-duplex communication channel that operates over a single socket using HTML5 compliant browsers. Web sockets allow for true low latency applications and put less strain on the server.This paper is an attempt to create a web socket server according to the HTML5 web socket standard. The server will integrate with TickCapture[18] which is an existing system for back-testing and trading of algorithms written in various languages. TickCapture also allows for low latency presentation of real time market data and this data will be pushed through the web socket server to the clients using regular HTML5 compliant browsers.The nished system must provide good scalability so an in-depth study of scalability and load balancing techniques will be carried out to identify dierent solutions for my implementation.