摘要 |
<p>Systems, methods, and computer-readable storage media are provided for improving order feed message stream integrity. Certain embodiments provide a method including sending, by a computing device, a first data message; sending a first stop message; clearing a message stream state; and sending a second data message. The first data message includes a first sequence number with a value of a predefined initial sequence number and a first phase number. The second data message includes a second sequence number with a value of the predefined initial sequence number and a second phase number, wherein the second phase number is different than the first phase number. The first and second data messages may include data related to an order for a tradeable object and the message stream state may be associated with the order.</p> |