Straub Michael P.`Straub Stephen T.`Straub Ronald P.
摘要:
Features are directed to detecting a loss of message synchronization and/or messages e.g., between a trader system and an exchange system. Synchronization loss may be due to a connection being terminated for a period of time, a lost connection, etc., while a trading session is being maintained with the exchange system. Loss of message synchronization may relate to messages or other communication over a shared high speed low latency path within the exchange that is used for communicating transaction messages, e.g., order messages to be processed. To avoid introducing delays into communication with other traders who's transaction messages share the same high speed communications path within the exchange as the trader system with which message synchronization is lost, message gap fill to restore message synchronization with a trader system that lost synchronization is performed via a different communications path than the shared communications path used for communicating new transaction messages.