Thanks for your question. I'd be interested to understand a little more about your use case before giving really detailed recommendations. For example is your usage model having a data feed, which is written to by one or more parties, then read by one or more parties. Or something else?
But in a general sense I would recommend using transaction metadata (see for example the sendwithmetadata API) in which you can store any general-purpose information, which will then be replicated to all other nodes.