EP063 – Application Sequencing and Recovery

This proposal adds application-level sequencing and selective recovery to FIX. Rather than treating every message on a session as one undifferentiated sequence, messages can be identified by application and assigned application-specific sequence numbers. The model applies both within a FIX session and over alternate transports such as broadcast or multicast feeds.

The problem is that session-level recovery may retransmit very large volumes of irrelevant data when the receiver needs only a particular application stream, such as drop copies, trades or reference data. The proposal adds Application Message Request, Application Message Request Ack and Application Sequence Reset, together with the ApplicationSequenceGroup. This lets the receiver detect an application-level gap and request only the missing messages for the relevant application identifier and sequence range, while leaving the underlying FIX session protocol intact.