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I have always wondered whats the overhead of scp over ftp ? Especially when copying file locally, it's most of the time easier than ftp (activated by default on most OS).

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I can't comment on scp, but sftp is much faster then ftp. It's a completely differen't protocol then ftp (not to be confused with ftps which is ssl'd ftp). It's basically a tunneled connection via ssh and does everything you'd expect ftp to do including, file listing, resume support and extended attributes. It's got some advantages over ftp such as multiple streams in one connection, and ssh level security (sftp itself provides no security it's all over ssh).

According to wikipedia, the overhead of scp is the same due to both using ssh, but scp can transfer a little faster by not waiting for packet conformations before sending data. This means unfortunately that transfers cant be stopped and resumed because packets aren't guaranteed to arrive in order.

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