Re: [Quickfix-developers] CME Specific SendRequest

[Jain, A. <Ani...@rb...>]

> Specifically I need to implement functionality to allow me to request exa=
ctly N (where N <=3D 2500) messages.

I've implemented CME resend request, but we do not have any need to request=
 such a large number ourselves - maybe your need is different. We simply do=
 trade executions and use MsgType=3DD(Order - Single), F(Order Cancel Reque=
st) and G( Order Cancel/Replace Request).

> If this is not implemented has anybody done this before? Can anyone point=
 me in the correct direction?

When required, we first sync our processing systems' requirement from incom=
ing logs, then we do resend request to CME with BeginSeqNo as one plus last=
 incoming record in the log, and EndSeqNo as 0 to get all of any remaining =
records.

Disconnect will happen, if CME misses couple of heartbeats, and our rate of=
 receiving messages is much less than 2500 for that duration, so the need f=
or such volume management does not arise for us.

Hope, this was helpful.

Regards,

Anil Jain
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