Securities work a similar same way -- When you're looking at your portfolio you're only directly monitoring the individual fields for the securities in your portfolio, not the entire firehose. The OPRA feed is an equivalent to the raw Twitter firehose, only much fatter. Once you integrate it into the last-mile display to the users, you're doing all the same things. This is typically done with multicast topic-style subscriptions by ticker / type of data. It makes sense that if Lady Gaga writes a tweet you only want it to be "1 timeline delivery" (multicast) as opposed to "31 million timeline deliveries", which is making your infrastructure do a lot more work. Granted, you're kind of limited by what the browser can do in this regard, so you're kind of stuck with the socket model.