Here is an article that describes a protocol and architecture designed to deliver reliable, low latency data via the internet. http://www.tradingmachines.net/blog_TAIST.html and background http://www.tradingmachines.net/blog_DataConnectivity.html This concept is offered without any code or prior development. The architecture is suitable for Brokers and data vendors wishing to provide high quality connectivity to customers and is especially suitable for reliable automated trading over the internet. Any traders fed up with disconnects and bad latency on existing internet based platforms are encouraged to send a link to this article to their brokers. If there is anyone that would be interested in helping develop this idea into a full open specification/open source project please send me a pm.
I'm not sure what you are trying to achieve here. If it is multihoming for link redundancy, SCTP (RFC2960) does this, along with other goodies such as reliable datagram, and multiple streams. No UDP layer either. Free implementations are available. SCTP is probably a much better protocol than TCP for streaming data, but I reckon the chance of any brokers supporting it (or anything except TCP) anytime soon is fairly slim. So my question is why is your proposal better than SCTP ? An introduction to SCTP: http://tdrwww.exp-math.uni-essen.de/inhalt/forschung/sctp_fb/index.html