XMPP or Websocket or others for realtime app?

I heard of XMPP, websocket. I'm confused about what to use. For example let's say I'm a financial broker and distribute real time quotes to client platforms on the web and on desktop in Flash, .NET or PHP. What should I use ?

Is this just an example, or the real application?

In trading room environments, market data applications are extremely sensitive to delays of even a few milliseconds, and a lot of time and money is invested to minimise delays.

This makes the set of technologies you're talking about completely inappropriate; C/C++/Java apps communicating over raw TCP sockets or through a high performance middleware are the only way to get the necessary performance. Internet distribution has unpredictable delays.

Of course, if you're talking about the low-end of the market, where 'realtime' means the user won't get bored waiting for a response, as opposed to liveness of data, then there are many possible technologies. AJAX may be suitable, using either XML or JSON payload.

What type of data source do the quotes come from? Is it's a database, XML/JSON AJAX makes sense; if it's message-orientated middleware, then sockets are much better.

Do you need to have real-time updates, and is it acceptable for individual updates to get aggregated?