Market Streaming - how do I managed re-connections?

Hi

Thanks for contacting us.

With respect to managing re-connections, here are the key points:

1)      Store your subscription message (with all filters exactly as you sent – this is key)
2)      Update initialClk + clk whenever we send it to you
3)      On re-connection send the subscription message as above

What then happens is:

1)      You will receive one message with ct=RESUB_DELTA – this will patch you to the latest version
2)      Some markets could come with img=true – in which case you must replace price points.
3)      Most will have con=true – i.e. we’ve conflated price points

Let me know if you have any further questions.