Quote from vicirek:
In that case client can be programmed in such a way that it can also become a Host and connect other clients. It would just receive data from TWS on one socket as client and set another socket accepting connections and resending data to client applications.
Not the OP, but thanks for the info that post. If I were to create my own 'host' on Machine A and resend the data to Machine B which sits a few feet away and is connected through my fios router (Ethernet cable), what kind of latency would be typical from A -> B?