Since many existing adapters and applications have been built using legacy market data components, you might find it necessary to use a hybrid approach. This section describes how the Market Data Architecture can be used together with applications and adapters that use legacy components.

The CMF includes a Market Data Bridge service that allows you to implement applications with all the benefits of the Market Data Architecture, and still use an adapter that uses legacy interfaces.

After the MDBridge has been created, the service handles all the connection/communication protocol for both session management and datastream management. The legacy adapter will appear just as if it were an MDA Session. This does add a small overhead to the system latency, as the events need to be translated from the new to the old architecture and back.