We could create a system that publishes on a few channels, and subscribers could listen only for prices they are interested in. This would require subscribers to use a Message Filter (237) or Selective Consumer (515) to filter the entire data flow for interesting bond prices, deciding whether each message should be processed as it is received. Given that the market data is published on bond-dedicated channels, subscribers can register for updates on a series of bonds. This effectively allows subscribers to “filter” by selectively subscribing to channels and only receiving updates of interest
...more

