I think it can be done because even in this case tcplistner and tcpclient classes can be used.
If you got some other idea plz post it.
No. It'd have to be two separate applications. But they can use the same datasource, so there are really no limitations on the ways or the extent in which they can interact.
So I should create a ASP.NET application with sockets to interact with the C# controller? (I want the ASP.NET to go though the controller to get realtime market data since the data connection only goes into the server)
Thanks for everyones help
So I have been researching and I still don't understand how I go about tackling my problem.
A server with a direct connection to a trading feed. (So asp.net can not directly access the trading feed). Some way to constantly update a database with new trade volume. (Real time happening <1 a second). I then need a way in which people can interact with the database and get trading data from a seurce internet site. What do I use to perform this connection?
Web services? Sockets?WCF?
Depends on what connections are available to you. Does the server consuming the trading feed have access directly to your DB server? How is that server currently reading the feed?
Yes the database exists on the server machine.