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After the session is started, ICE Trade Capture Solution populates tags 75 (TradeDate) and 60 (TransactTime) in the Trade Capture Report Request based on the date & time from the persistence file to request the snapshot of trades starting from the time when the latest trade was received.
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If the file is absent or empty, today's midnight will be specified by the ICE Trade Capture Solution as the subscription start time. OtherwiseSolution will request the snapshot of trades from last 2 days starting from the "current" time. Otherwise, data stated in the file will be used (if the value is more than 2 days ago, it will be reset to today's midnight). |
In order to re-request trades which have already been received earlier, just remove the persistence file (ICE_persistStorage.out) or specify a desired date there (from which the snapshot of trades should be requested) and restart the session.
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