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The BGP RFC 4271 reads :

In the context of this document, we assume that a BGP speaker advertises to its peers only those routes that it uses itself (in this context, a BGP speaker is said to "use" a BGP route if it is the most preferred BGP route and is used in forwarding). All other cases are outside the scope of this document.

When a BGP speaker receives a path for a given destination that it will not use (for example, because it already knows a smaller path), according to this, this means it will not "re-advertise" it to its peers. Is that mandatory ? Can the BGP speaker save this path, even if it is not re-advertising it, so it has a backup, for example in the case the path it already knows disappears for some reason ?

I tried looking whether this was the case or not in HE looking glasses, and for every destination I tried, I only found a single path. Is it because these (possibly existing or not) alternative paths are not displayed in looking glasses, but are they still recorded in the local BGP speaker "view" of the Internet ?

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Can the BGP speaker save this path, even if it is not re-advertising it, so it has a backup, for example in the case the path it already knows disappears for some reason ?

Yes, most routing protocols have a database of destination networks, including duplicate destination networks, and the withdrawal of a path to a destination network puts in the next best path if there are multiple paths to the same destination network.

A routing protocol can receive the same destination network from different sources, and it will offer its best path to the router as a candidate for the routing table.

Is it because these (possibly existing or not) alternative paths are not displayed in looking glasses, but are they still recorded in the local BGP speaker "view" of the Internet ?

To see the routing protocol database, you need to show that from inside the router. The exact command to do that will vary among vendors and router OSes.

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