I'm wondering how far a multicast message sent from a server can go.
What stops it from going to all computers in the world?

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I think you're mistaking multicast and broadcast. – djerry Aug 26 '11 at 14:52
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There are different kinds of Multicasting.

The most common one does not traverse routers so will stay on the same physical network that you are on.

Some routers can be configured to relay multicast messages, and I think these are usually done on a subscription basis (eg you notify the router that you want to receive those multicast messages from the outside).

You should be able to find some more information here: http://en.wikipedia.org/wiki/Multicast

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For a start every computer will have to be listening to the multicast address group you are sending to. Then we look at address families.

Multicast came late to the IPv4 party so many routers do not support it. Also, being late meant that it is highly optional and disabled by default.

IPv6 is when it gets interesting. Broadcast is no longer supported in IPv6, applications must use multicast, and multicast has been made part of the core package requiring it to be implemented.

On Linux you can type netstat -g to show the joined groups, you can see ip6-allnodes which theoretically could be every single machine on the IPv6 Internet. This obviously doesn't happen because every computer could easily be subject to a DoS attack and unable to do anything. So it needs to be limited, but where?

The Internet is an internet, an inter-network, a joining of multiple networks. There are devices that join networks together, and in these devices you can decide what traffic to pass through and in which direction.

Some countries have local broadcasters that send TV or radio with multicast over the Internet. If you are joined to a participating network you can join the group and receive the live stream. But consider what could happen if you decided to also send on that stream, it would easily disrupt the service for others, therefore the ISP would configure their devices to pass that multicast traffic one-way only.

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