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Book recovery methods for concurrent processing is only offered for MBP UDP book recovery. The functionality described in this section is not applicable to MBOFD, MBOLD and conflated TCP book recovery. |
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Book Recovery - Instrument Sequencing
In the Market Data Incremental Refresh (tag 35-MsgType=X) message, tag 83-RptSeq represents the sequence number per instrument.
Client systems can keep track of the instrument sequence number (tag 83-RptSeq) for every instrument by inspecting incoming data and determining whether there is a gap between tag 83-RptSeq values.
If there is a gap between sequence numbers, it indicates that data was missed for the instrument when packet loss occurred.
If there is no gap, the data can be used immediately, and it also indicates that the book for this instrument still has a correct, current state.
If a small amount of data has been missed, it may be probable that subsequent pieces of data are not affected. For example, If there are 10 instruments in a channel, and the missed packets contain data for 2 of these instruments, any subsequent messages containing data about the other instruments are still valid.
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