Due to the rapid development of the Internet and the fast expansion of the bandwidth, the requirement of the real-time service for the Internet is necessary. In this way, the problem of the real-time service for the Internet becomes an important issue. Most of the applications still use TCP as the protocol, but due to the reliable property of TCP, TCP can¡¦t fit the requirement of the real-time transfer. So, we need to implement a protocol which we can use on the real-time transfer service. According to the requirement, we find an open source application layer protocol ¡V UDT (UDP-based Data Transfer). We can implement the application of real-time transfer by using the partial reliable messaging property of the protocol. In addition, user can adjust the parameters or settings of the protocol to make their application get into better performance by using the composable property of the protocol. In our research, we¡¦ll compare with RTP (Real-time Transport Protocol) and UDT, and also explain the reason why we don¡¦t choose RTP in our research. The assumption environment of our research is financial real-time service, and the protocol of such applications is TCP. In this way, we¡¦ll analyze and compare the result of the tests between TCP and UDT. We¡¦ll also adjust the parameters of the protocol to test the performance of the UDT under the environment of the real-time transfer, such as data lose rate, etc.. These results can supply the reference for the users when using UDT as their protocol to implement their real-time applications.