Making Sense of Market Data at Scale

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How it works
REST API
REST API is an application programming interface (API or web API) that conforms to the constraints of REST architectural style and allows for interaction with RESTful web services. ... An APIREST API is a set of definitions and protocols for building and integrating application software.
STREAMING APIs
Streaming APIs are almost an exact opposite of the REST ethos. In its most basic state, Streaming APIs invert the conversational nature of REST, where a request is made and a response is given, and instead has the server send information to a client when an update is ready. In theory you can request an update, the streaming server should preempt this with updates as ready.