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Quantitative Finance · Begrippenlijst

Wat is Sequence number?

Definition 28.2 Markets I: The Ecosystem and Exchange-Traded Markets · Hoofdstuk 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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