Gap Request Proxy and Message Retransmission

Recovery of missed data is not available on the Complex Auction Multicast PITCH feed. There are two main reasons. First this feed contains only unsequenced messages. Second the complex option auctions are short lived by nature making recovery of dropped messages impractical.

Prior to the start of any new auction, the corresponding Complex Instrument Definition Expanded message will be sent to ensure the customer has correct complex instrument information.