[Quickfix-developers] messages coming in out of sequence

[Mike S. <MS...@rj...>]

Hi,

I've had a scenario happen the last 2 days where an exchange sends 2
messages at the same exact time down to the millisecond, but the
sequence is out of order.  For example, I received message #690 before
#689 and the time was 20070226-06:30:01.086 for both of them.  This
seems to have messed up my session because I stopped heartbeating after
that.  Has anyone come across a situation like this before?

Thanks,

Mike