Resend Request logic is the Drop Copy session mechanism by which a given system, upon detecting a higher than expected message sequence number from its counterparty, requests a range of ordered messages resent from the counterparty. The counterparty resends the requested message range sequentially until both systems are back in sequence.
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For resend requests on CME Globex, two types of resend logic are currently supported:
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- A newly detected message sequence gap must be distinguished from a continuation of a gap and a new gap versus a duplicate Resend Request must be issued accordingly.
- When a message sequence number gap is newly detected (the sequence number received is greater than expected), issue a new Resend Request on its own sequence number. The requested sequence number range must be the next expected sequence number to infinity.
- For each subsequent message that constitutes a continuation of the gap, issue a duplicate Resend Request. This message must be sent on the same message sequence number of the original Resend Request, tag 43-PossDupFlag must be set to 'Y' and tag 122-OrigSendingTime must not be sent.
- The FIX Engine should detect receipt of the first message sent in response to a previous Resend Request and discontinue issuing the Resend Requests marked PossDup.
- The FIX Engine should issue a new Resend Request, if needed, only after the receipt of the counterparty's response has been completed.
- For resend requests from the Client System to CME Globex, both basic and enhanced resend logic are supported.
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Basic FIX resend logic, while currently support will be phased out. ALL CLIENT SYSTEMS WILL BE REQUIRED TO MIGRATE TO ENHANCED CME GLOBEX RESEND LOGIC. For new system development, it is imperative that enhanced CME Globex resend logic be implemented. |
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Messages requested as part of a FIX resend request that falls outside of this window will not be honored and the request will be rejected. The Session Level Reject (35=3) message will include tag 5024-StartSequenceNumber, which indicates the correct starting sequence number from which a resend request can be issued for that trading day. It will also contain tag 58-Text=Resend Request Could Not Be Fulfilled.
| Tag | Name | Req | Format | Valid Values | Description |
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5024 | StartSequenceNumber | N | Int(9) | If a resend request is sent for sequence numbers that are older than the rolling 48 hour window, then this field will provide the first sequence number of the messages that can be retrieved within that window in the reject response. |
Resend Request from CME Globex to Client system
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In response to the Resend Request from the client system, CME Group will send all non-administrative messages for the requested range.
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Tag 36-NewSeqNo sent on the Sequence Reset - Gap Fill message reflects the next real-time sequence number and is not indicative that any remaining missed messages are administrative. |
2500 is the maximum number of missed messages that can be requested at a time. When the gap exceeds 2500 messages, client systems should send multiple Resend Request messages to recover all missed messages.
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