Gonzalo,

> Can I have a module with just a ZMQ_DOWNSTREAM socket, or with just a
> ZMQ_UPSTREAM socket? Or should they always be used in pairs? Sorry if
> this is a dumb question.

It's pretty straightforward. The upmost component uses a single 
ZMQ_DOWNSTREAM socket to send messages.

All the components in the middle of the chain use one ZMQ_UPSTREAM 
socket to get messages and one ZMQ_DOWNSTREAM socket to send them further.

The last component in the chain uses single ZMQ_UPSTREAM socket to get 
the results.

HTH
Martin
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