I am developing a "FIX protocol based" plugin for Currenex (prices, orders and trade capture). The realtime datafeed is working fine;
I would like a suggestion about this:
The FIX Server at 17:00 CET stops all connected clients for five minutes.
I manage internally this situation (internally mean I do not communicate anything to RightEdge of this situation):
I receive HALT notification from the server, logout gracefully, start a 5 minutes timer and when time is over I log in again
What happens to RightEdge during the 5 minutes interval ? do RighEdge try to reconnect?
And what happens to the LIVE System ?
How to fake RightEdge? It is possible programmatically set the "retry connection" interval ?