A system and method are presented for a replication protocol in a real-time statistical engine. A real-time statistical engine monitors external data sources and uses received data to derive on-demand statistics. The engine may be comprised of a plurality of instances. In an embodiment with two instances of the engine, the instances are labeled as a primary instance and a backup instance. In case of primary instance failure, client servers of the engine are able to connect to the backup instance and obtain the same statistics with minimal data loss. The communication system between the primary instance and the backup instance may be used to exchange information about requested statistics, to clean unused statistics and to unconditionally delete statistics for which computation has become impossible.