Does the FIX protocol require that when one responds to a resend request, the messages sent back (be they be application messages like fills etc or sequence reset messages) must have their Message sequence numbers (tag 34) in sequence ? I understand that for new messages (i.e. those without original sending time , PossResend tags etc), they can be sent in between but I am asking about the resend messages. Thanks!
Messages must be processed in sequence (e.g. order entry prior to oder modifications) and the recipient will also detect a new gap if you do not send them in sequence.