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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 (see LastTransactTime field) from the persistence file to request the snapshot of trades starting from the time when the latest trade was received.
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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 the desired time in a LastTransactTime field (from which the snapshot of trades should be requested) and restart the session. Keep in mind how long ICE keeps trade records when specifying LastTransactTime.
How long does ICE keep trades records
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- ICE Trade Capture Solution determines that connection with ICE is lost.
- ICE Trade Capture Solution considers the Trade Capture Report subscription terminated.
- ICE Trade Capture Solution tries to reconnect in accordance with the ReconnectMaxTries and ReconnectInterval session properties specified in the FIXEdge.properties.
Once the connection is back, ICE Trade Capture Solution starts execution of the main flow from:
step 2, if ICESession.SecurityDefinitionSubscriptions.RequestMode = EachLogon is specified in the ICEProperties.properties
step 4, if ICESession.SecurityDefinitionSubscriptions.RequestMode = OnceADay is specified in the ICEProperties.properties
Note Start time in Trade Capture Report Request (MsgType = "AD") will be populated based on the data specified in the persistence file (ICE_persistStorage.out).
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