The Lab


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.




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3 Comments

  1. Unknown User (darnold)

    How 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?

    1. Unknown User (darnold)

      See Controls page

  2. Rob Purdy

    What 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.