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Quantitative Finance · Glossaire

Qu'est-ce que « Sequence number » ?

Definition 28.2 Markets I: The Ecosystem and Exchange-Traded Markets · Chapitre 28 — Reading Market Data

A sequence number is a counter that the publisher increments with each message on a channel. A receiver that sees a jump has lost messages and must recover them, from a retransmission service or a snapshot, before its book can be trusted again.

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