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Quantitative Finance · Glossaire

Qu'est-ce que « Redundant feed lines, snapshot recovery, retransmission request » ?

Aussi appelé : redundant feed lines · snapshot recovery · retransmission request

Definition 26.4 Microstructure and Execution · Chapitre 26 — Build: A Matching Engine and Exchange Simulator

Redundant feed lines carry the same sequenced packets twice, on separate paths, so that a receiver can take each packet from whichever line delivers it first. Snapshot recovery rebuilds a book from a periodic snapshot of its state, tagged with the last incremental sequence number it includes, followed by the incremental messages after it. A retransmission request asks the venue’s recovery service for messages by sequence number.

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