This recovery method should be used for large-scale data recovery (i.e. major outage or late joiners) to synchronize client systems to the latest state maintained by CQG. FIX client systems can use the Snapshots feed on each channel to determine the state of each book in every channel. Each Snapshots feed constantly loops and sends the Market Data Snapshot Full Refresh (tag 35-MsgType = W) message. The Snapshots feed is known to be valid as of a sequence number on the Incremental Market Data feed, which is found in tag 369-LastMsgSeqNumProcessed. This sequence number (tag 369-LastMsgSeqNumProcessed) is found on each Market Data Snapshot Full Refresh (tag 35=W) message. If the Snapshots method is used, client systems also need to subscribe to the Instrument Definition feed to determine whether any new instruments were defined. Client systems will recover the most recent statistics on the Snapshots feed. Any intermediary statistics will not be recovered.
Note: FIX client systems should queue real-time data until all snapshot data is retrieved. The queued data should then be applied as necessary. CQG strongly recommends that the Snapshots feeds be used for recovery purposes only. Once client systems have retrieved recovery data, client systems should stop listening to the Snapshots feeds.