ZeroMQ filtering at publisher

Question

I am looking into using ZeroMQ, and have tried a few examples. However there are a few important requirements that I can't verify that ZeroMQ supports. I hope you can help me.

I'll ask my question by using this simple scenario:

A publisher (say an exchange) provides price updates on (a large number of) shares. N clients subscribes to price updates of 1..n of these shares.

I have seen the PUB/SUB feature, but I cant verify whether the filtering takes place on the publisher or subscriber side? In a use case like the above, anything except filtering on the publisher side is not acceptable to me.

However my investigation tells me that filtering is only available on the subscriber side, meaning that ALL data is sent to the subscriber, and filtered there.

I suspect I have got it completely wrong, and would appreciate any pointers on how one would solve such a scenario with ZeroMQ

Answer 1

That's simple, in ZeroMQ 3.x PUB/SUB filtering is done at publisher side, source: http://www.zeromq.org/docs:3-1-upgrade