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To guarantee message delivery, both the client and CME Globex must maintain the inbound and outbound sequence numbers. The client's responsibility for maintaining the inbound and outbound sequence numbers includes:

  • Resetting the inbound and outbound sequence numbers to "1" prior to the Beginning of the Week Logon.

  • Incrementing the inbound sequence number by one for each incoming message.

  • Incrementing the outbound sequence number by one for each outgoing message.

  • Issuing a Resend Request when the client detects a sequence gap.

  • Resending any missed or malformed messages when CME Globex detects a sequence gap and issues a Resend Request.

  • Maintaining sequence numbers between multiple FIX connections (a FIX connection occurs each time a client logs in.

  • If the client uses fault tolerance, the client must maintain sequence numbers among the primary and backup processes during a failover scenario.

CME Globex preserves all inbound and outbound sequence numbers for recovering missed messages during a logon or failover scenario.

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