Is there a Microsoft equivalent for HTML5 Server-Sent Events?

In a word, no.

Microsoft has not included SSE or an equivalent of SSE in any version of IE. IMO, you have two good options:

1. Use a polyfill – My tests with this polyfill in IE10 and IE11 were all successful. Since it starts with if ("EventSource" in global) return;, it’ll only run in browsers that do not support EventSource.
2. Use websockets instead – Although it requires more server-side setup (The ws:// protocol), it works in IE10 and 11 and provides more options such as bi-directional communication.