Imported from previous forum
Hi,
While working on the recovery of our Algorithmic Trading Platform I ran into a small problem.
When the system is restarted after it went down, it needs to reconnect to the market via fix, and ask for a replay of messages it missed.
That works fine, however I would like to know if there is a way to know when the replay is over?
looking at the logs the only way I can see it can be done is by waiting for an heartbeat which would indicate that the replay is over.
That seems a bit dodgy to me.
Can anyone come with a better suggestion?
Thanks,
Regis