[Quickfix-developers] requesting 2500 messages at start up

[Shane R. <SR...@Ty...>]

I am using QF with CME and have it configured for week long sessions.
Ideally my engine should run all week without stopping but in the event
that it does have to re-login mid-week. I would like to back-request up
to the maximum 2500 messages as allowed by CME. How do I do this?

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Additionally I am trying to understand how to ascertain when connecting
what the current counter party seq num is so that I can subtract 2500
from it and request this batch of messages.

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Thanks in advance,

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Shane Ryan

+44(0) 207 151 0056

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Tyler Capital
4Th Floor
40 Lime St
EC3M 7AW

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