{{Quickfixn}} Managing gap refills?

[Culross, Andrew]

Is there anything the application layer has to implement to handle gap refill/missing messages?

For example, let's say I'm sending off Trade Capture Reports or Execution reports off to another FIX engine and that the connection is broken for some period of time. When then connection comes back on-line and the sequence number resync, does the application layer need to be able to construct any missing sequences? Or is this all handled in the QuickFix layer?

Thanks.

Andrew Culross | Senior Lead Software Engineer, FXL | Broadridge Financial Solutions, Inc.
broadridge.com<http://www.broadridge.com/>

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