TCP and UDP would be the two choices for this and you will want to go with UDP.
As for the Why part of your question, TCP is a 'guaranteed delivery' system, but its slow. For video games and where up to date information is a priority over ensuring the data gets there, UDP fits the bill. You will generally want to have an incremented Packet ID so you can ignore outdated packets to take care of them showing up in the wrong order, but this will suit your needs.
EDIT: A bit more information on the incremented packet IDs. With TCP, you are not only guaranteed that the data is sent, but that it is sent in the right order. It will not try to send a new piece of data along the same TCP connection until the current one has been confirmed to be sent.
UDP does not guarantee delivery order. So if you have an incrementing ID in the packet data and you keep track of that value, you will know that incoming data with an ID lower than what you have already processed is old data. In that way you can safely ignore that packet and just wait for the next one.
Hope this helps.