The FIX Recovery service lets FIX Drop Copy clients request data for specific time periods and markets using their existing FIX Drop Copy sessions. This service uses a FIX message, Recovery Request (U2), to submit a request for missing data that might result from a technical issue with a FIX client or a FIX Drop Copy session. FIX Drop Copy clients may request:
Execution Report (8) messages for all order acknowledgements and fills, as well as all Order Cancel Reject (9) messages, sent during the specified time range and market. For this type of request, the FIX Drop Copy client must specify the time period using the StartDate (916) and EndDate (917) tags.
Reconciliation: Only the missed messages for a market sent from the beginning of the session (last session reset time). For this type of request, the FIX Drop Copy client must include the CustomMode (18002) tag.
The FIX Recovery service connects to the existing FIX Drop Copy session but uses a different DNS and port number, as described in Managing FIX sessions. This service uses a non-persistent session that accepts a single Recovery Request (U2) message and then terminates after all responses are sent.
To begin creating a FIX Recovery client application using TT FIX, you will need to:
For the FIX Recovery service, there is a time limitation dependent on the user's total number of accounts.
Users with less than 250 accounts, the recovery service allows message retrieval up to 720 hours or roughly 30 days.
Users with more than 250 accounts, the recovery service allows message retrieval up to 168 hours or roughly 7 days.
Submitting requests outside of the supported time frame may result in a reject with Tag 58 equal to Start date is earlier than permissible limit of *** hours where *** equals the alloted time period in hours.