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 new 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. In response to this request, TT FIX sends 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.
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: