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Discrepancies
We have a primary site and a backup site connecting into FXCM for data.
For each symbol we then track the number of updates and we can see that there is a difference between the primary site instance and our backup site instance. We put a sequence number on our messages so we know we are not dropping data on our side. From what we can tell it looks like that within the Java API when we make a request for data we noticed the port it connects to at FXCM changes - indicating it reconnected to FXCM.
Is this normal and expected behavior? Why would it reconnect and can we prevent it. We think while it is reconnecting we are losing data and that is why the counts are off. Any help would be greatly appreciated.
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