Indeed the processes will be running on one machine.

I considered that approach but I'm not sure that I could efficiently code it in this way, as there will be varying number of brokers depending on the market, and some might not be publishing prices all the time, it also will make reusing the memory up once a market falls out of interest challenging. I can see myself getting in all kinds of hashes of index values to try and keep track of where the current and previous data snaps are stored.

Please let me know if I've completely misunderstood and my concerns are ill founded.

Thanks