Intra-Week Recovery after session disconnect
After reconnecting during the same trading week, all unsent and unacknowledged Trade Capture Report messages will be sent by MarketFactory.
Clients can also send a Resend Request (35=2) which will cause the requested messages to be replayed. All replayed messages sent as a result of the Resend Request will have the PossDupFlag field set to true (43='Y'). Resend Request can only be performed back to the first sequence number of the session. Once the weekend sequence number reset process or any intra-week manual resetting of the sequence number occurs the messages sent before that point are not accessible by the Resend Request.
Manual re-sending of messages can be requested from the MarketFactory Trading Operations team.
Recovery after weekend process or Manual Intra-week sequence number reset
When reconnecting after the MarketFactory weekend process or a manual sequence number reset is performed - all unsent and unacknowledged Trade Capture Report messages will still be sent to the client. To replay messages from the before the sequence number reset a client must contact the MarketFactory Trading Operations team with the session details and the messages to be replayed.
3 Comments
Unknown User (darnold)
Aug 30, 2017How will trading ops resend messages manually (after a weekend or a reset)?
Will this be an email of a QuickFIX-format FIX log file segment? Or extracted from .. ElasticSearch?
How do we anticipate deploying this in a way that enables operations to support this requirement?
Unknown User (darnold)
Aug 30, 2017See Controls page
Rob Purdy
Aug 31, 2017What I have right now is the ability to replay, via the connected session, events from the whisperer db. This is currently done using the event's eventid.