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The Whisperer Feed Handler validates the sequence number value as expected by the MFAPI Client as follows:

• If the Client msgSeqNum is lower than the FH's expected value, or the Client is expecting a sequence number higher than the FH's next-to-be-assigned msgSeqNum, then this is an unrecoverable error and the FH will abort the session with a Logout message (using it's next sequence number).

  Tip
  The Customer should contact MF Support to agree the correct resolution actions.

  
  

• Otherwise, the FH will issue a LogonResponse message - populating NextExpectedMsgSeqNum which contains the next msgSeqNum value that it expects to receive from the Client.

• If the Client is expecting a sequence number lower than the FH's next-to-be-assigned msgSeqNum (as used in the preceding Logon response), then the message gap is resolved by the FH with SequenceResetGapFill messages and/or the resending of persisted messages as necessary. The preceding LogonResponse will be gap-filled over.

  
  

  Warning

  Should a Client specify a next-expected inbound sequence number too low (e.g. expecting '1' on re-logon just prior to weekly trading session close), then the FH will service most of the range to correct with a SequenceResetGapFill. For the more recent messages that are still persisted, these will be processed as normal. The FH will not resend a week's worth of persisted messages. Refer to Message Persistence above for more detail.

   Resent messages are characterised by: 

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• After any inbound sequence number gaps have been resolved for the MFAPI Client, the Client then reciprocates in a similar manner, based on the the next msgSeqNum value that the Whisperer Feed Handler expects to receive from the Client - as specified in it's LogonResponse.
• The Whisperer Client signals it's completion of session synchronisation with a TestRequest.

• On receipt of this TestrequestTestRequest, the Whisperer Feed Handler will respond with the necessary Heartbeat and then signal it's own completion of session synchronisation with a TestRequest in the opposite direction. 

  Note
  Any new (i.e. not SequenceResetGapFill or resent) messages sent by the MFAPI Client prior to the required Heartbeat response will result in ErrorReport messages.

  
  

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