Handling NotApplied Messages

When CME detects a message sequence number gap from the customer and sends the NotApplied message, the Handler raises the NotApplied event. If in this event, SendGapFill will be set to:

• true, then the Handler will send the Sequence message. This message will instruct the exchange to ignore the gap and start with its NextSeqNo value as the valid sequence number.
• false, then no messages are sent in the reply. The exchange will not accept any subsequent message having a higher than expected sequence number until the customer replay business messages with those missing sequence numbers.

Note

If there is no event handler to NotApplied event, the default value of SendGapFill = true will be used.

See Also

The NotApplied CME article.

Example

session.NotApplied += (sender, args) =>
{
    Console.WriteLine($"{args.MsgCount} messages were lost by the exchange, started from the sequence number {args.FromSeqNo}");

    const bool SendGapFill = true;

    args.SendGapFill = SendGapFill;
};