Review whether connections share a source, network route, host or downstream gateway. Two sockets on the same dependency do not necessarily protect against that dependency failing; document the actual topology and remaining single points.
Controlled failover
Check backup freshness and symbol coverage before switching. Test failback as well as failover, and decide how consumers handle a source change, a temporary gap and differences in price basis between providers.
Requirements to confirm
Failure-domain inventory
Backup freshness and coverage
Failover trigger and hysteresis
Failback and source-change handling
Bring the proposed instrument list, source documentation and consumer workflow to a technical discussion. The agreed integration specification defines coverage, fields, usage permissions and acceptance tests.
Integration brief
Redundant Market Data Feed: what to agree before connecting
Input identity
Record approved sources, instrument definitions and symbol mappings.
Selection policy
Agree primary/backup, aggregation or distribution rules for each relevant consumer.
Health signals
Define freshness, source status, outlier handling and recovery thresholds.
Operational evidence
Retain policy versions, source changes and the reason for fallback or rejection.
Treat source health as a per-instrument decision
A production workflow for your instrument universe needs explicit rules for admitting, selecting and excluding inputs. Normalize definitions before comparing prices. A source that remains connected can still be stale for an individual instrument; expose that distinction in operations.
What to test
Remove the primary input and observe the documented recovery state.
Keep a connection open while stopping updates for one symbol.
Verify that source changes are visible in operational records.