CODEWITHSUNDEEP
quickfixfix-protocol
xyzt
xyzt

Reputation: 1311

Message recovery in FIX protocol

I'm using QuickFIX C++ in my project. I wonder is it possible to recover previous messages from the server when the store is lost(deleted).

I have tried in this scenario:

In this scenario, the client's and server's seqnums become different and they try to synchronize the seqnum but it takes too much time.

Let's say, server sent 1...100k messages and the client processed 1...98k messages but 98k...100k messages are not processed yet and the client lost the store files. How can the client recover only the 98k...100k messages?

Upvotes: 1

Views: 467

Answers (1)

Grant Birchmeier
Grant Birchmeier

Reputation: 18484

You are correct in your comment that sequence-number manipulation is not a recommended approach. Resend requests are intended for error recovery, not archive retrieval.

This sounds more like an application-level use case, rather than a QF protocol question. I would check your counterparty's docs or ask their support if they support some way of requesting past data (for instance, a TradeCaptureReportRequest).

Upvotes: 2

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