• No : 1610
  • Updated Date : 2019/06/03 09:00
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How to retreive a data when message order was reversed or a packet was lost?

How to retreive a data when message order was reversed or a packet was lost?
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Answer

ITCH assigns an explicit sequence number to each message so message will not be reversed.
If a packet loss is detected by the client,
it can be retrieved by sending re-send request with a sequence number found to be lost.