• Programming Guide
  • Api Documentation
  • OnixS CME iLink3 Handler for .NET Core, version 1.4.2
Show / Hide Table of Contents
  • Introduction
  • System Requirements
  • Getting Started
    • Error Reporting
    • Licensing
    • SBE Message
      • Tag-based Messaging
      • Message Fields
      • Repeating Groups
    • iLink 3 Session
      • Universally Unique Identifier
      • Establishing iLink3 Connection
      • Exchanging Messages
      • Message Sequence Numbers
  • Configuring the Handler
    • Configuration File Examples (XML or JSON)
  • Logging
  • Session Storage
    • File-Based Session Storage
    • Memory-based Session Storage
    • Asynchronous File-Based Session Storage
    • Pluggable Session Storage
  • Advanced Programming
    • Thread Safety
    • Session Initialization and Binding
    • Session States
    • Listening to Session Events
    • Handling NotApplied Messages
    • Handling Business Reject Messages
    • Automated Downloading of GTC and GTD Orders
    • Reconnection
    • Fault Tolerance
    • Understanding Send Latency
    • Strongly Typed Messages
  • Best Practices
    • Low Latency Best Practices
  • Glossary
  • Support

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;
};
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