The Lab

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Comment: Published by Scroll Versions from this space and version 1.4.3

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4) To start another replay, stay connected and repeat steps 1-4 above; or disconnect.



Note
  • Only one ApplicationMessageRequest can be serviced at a time.Only Execution Reports sent to the client from the MarketFactory servers are replayable.
  • Once a replay is complete, a new one may be started.
  • Do not send a UserRequest message.
  • ApplReqID needs to be unique .


ApplicationMessageRequest Field Notes. Does not cover all fields - refer to the SBE schema for other notes. 
Field
CommentsExample
ApplReqIDUnique request identifier.
Request with duplicate ApplReqID will be rejected.
120392
RefApplID
Gateway service name with type to replay message for. Format - venue_name.session_type.lmax.maker.exchange.Orders
ApplMessageTypes

Replays original messages with a type matching one of the provided values.

Note: Only 'ExecutionReport' is supported and must be included in this field. Any other requested message types will be ignored.

.applMessageTypes().clear().executionReport(true)
ApplBegSeqNum

Replays original messages with a seqNum greater than or equal to this value.

If provided, the ApplEndSeqNum must also be provided. Must be less than the ApplEndSeqNum.

Inclusive.

352
ApplEndSeqNum

Replays original messages with a seqNum less than or equal to this value.

If provided, the ApplBegSeqNum must also be provided. Must be greater than the ApplBegSeqNum.

Inclusive.

400
ApplStartTime

Replays original messages with a sendingTime greater than or equal to this value.

If provided, the ApplEndTime must also be provided. Must be less than  ApplEndTime.

Epoch nanos.

1625718249000000000
ApplEndTime

Replays original messages with a sendingTime less than or equal to this value.

If provided, the ApplStartTime must also be provided. Must be greater than ApplStartTime.

Epoch nanos.

1625718259000000000


Common Replay Failure Reasons

ApplicationMessageReportEncoder Failed ReportType

 Text valueAction
ResendFailure




Failed. Duplicate active requestID.Use different ApplReqID for each request.
Failed. Filter only supports ExecutionReports. Include ExecutionReports in your request.Add ExecutionReport to their request. All other requested message types will be ignored.
Failed. Invalid request. Reason: "XXXX"The request is invalid. The specific reason will be provided in the 'Reason' text.
Failed. Unknown Venue.The venue requested venue/service cannot be found in the configuration. Ensure the client provides the correct name.


Acceptable ApplicationMessageRequest parameter combinations

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