Imported from previous forum
[ original email was from Nick Kopan - nkopan@attain.com ]
Do most Exchanges (Sell sides) allow SequenceReset messages where the GapFillFlag=‘N’? This “blind resequencing” brings up the possibility of data loss, since the following could happen:
Client sends SeqNo=400
Client goes down for some reason
Client sends SeqNo=410
Exchange sends ResendRequest, BeginSeqNo=401
Client sends SeqNo=401, NewOrderSingle
Client sends SeqNo=402, SequenceReset, GapFillFlag=‘N’, NewSeqNo=411
In this scenario, if the exchange does not receive Client SeqNo=401, it will never receive it, and it will not resequence.
This suggests that GapFillFlag=‘N’ should not be supported to prevent data loss? However, many exchanges do accept this, and many applications do send it.
In the scenario given by you if the exchange does not recieves msg seq no 401 but recieves a seq res msg from 402 - 409 with Gap fill flag=N, Then the Exchange will again send a Resend Req with Begin seq no = 401 & End Seq No = 401 untill it recieves the said seq no.