Real time streaming client based application with Remote Windows Server

jwr1966 used Ask the Experts™
What would be the best approach to designing a real time Client based application that needs streaming data from a remote Windows based server. Something like a Stock Trading Application. Curently looking at WCF Callbacks OR Direct DB Connection. Main concerns are bandwidth, reliable connections and concurrent users into the 5-6K range. Data is text only and realtime is subjective (Less than a minute for all clients apps to be updated) Would likely be built on WPF and SQL Server 2008.
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You can use WCF service from the client side to call and update the information on the client side from server side and as WCF also has features to provide security to the data at tranport level and at message level you should be able to use wcf for security reason's too. As you have different binding options here your client will be able to call from different protocol's.


From all of my reading WCF is where everything is heading. I am however trying to figure out how the really fast applications have been designed. What methods have been used to get the real time data to applications across the internet. Was it requested or was it pushed out? What technologies were used? How was the communication set up. Are they directly connected to the hosting Database, are they services? Is the data sent/received as simple data such as strings or double's or is it sent as datasets, collections ect. A high level uderstanding of the design is what I am looking for.
First you can figure out what kind of data you will be loading like large amount tables which will be loaded into grid's on different pages. If this is the case you can use Views so that you will be able to call the data at the first time you start your app. Then you can use WCF services to communicate between database and frontend. You can use MVVM model to design these kind of a application where you want to load more data like dropdowns, grid's etc on the front end for the client. So better take a look at MVVM model along with WCF (service layer), WPF or silverlgth (front end).
Here you can create layers like, Service layer, Business layer, View and View model.  Take a look at MVVM model I think this will be a good solution for designing your app.
2 Possible solutions:

Using WCF with Callbacks OR Using the TcpClient and TcpListener Classes for Network Communications

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