CME Preps Data Recovery Tool

Dubbed drop copy, the initial version of the service, to be released next month, will enable clients to request a replayed feed of data relating to FIX order messages sent to the exchange. The service relies heavily on application sequencing, a feature of the latest FIX specification, which allows clients to identify gaps in the sequence of messages from the exchange, and to ask CME to retransmit that subset of messages.

"Much of the drop copy specification surrounds application sequencing an

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