This patent document describes technology for providing real-time messaging and entity update services in a distributed proxy server network, such as a CDN. Uses include distributing real-time notifications about updates to data stored in and delivered by the network, with both high efficiency and locality of latency. The technology can be integrated into conventional caching proxy servers providing HTTP services, thereby leveraging their existing footprint in the Internet, their existing overlay network topologies and architectures, and their integration with existing traffic management components.