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2 Resend Request

This message is sent by the receiving application to initiate the retransmission of messages. This happens if a sequence number gap is detected, if the receiving application lost a message, or during the initialization process.

Applications can request a single message, a range of messages, or all messages which followed a particular message.

The sending application may wish to consider the message type when resending messages. For example, if a new order is in the resend series and a significant time period has elapsed since its original inception, the sender may not wish to retransmit the order given the potential for changed market conditions. The Sequence Reset <35=4> message is used in Gap Fill mode to skip messages that a sender does not wish to resend.

It is imperative that the receiving application process messages in sequence order. For example, if message number 7 is missed and 8-9 received, the application should ignore 8 and 9 and ask for a resend of 7-9, or, preferably, 7-0 (0 represents infinity). This latter approach is strongly recommended to recover from out-of-sequence conditions as it allows for faster recovery in the presence of certain race conditions when both sides are simultaneously attempting to recover a gap.

Structure

TagNameTypeRequiredDescription
Component
Required
7SeqNum
Required
16SeqNum
Required
Component
Required