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I am getting a huge number of FIX messages from several MarketData providers.
I have noticed a latency issue between FIX log time and message send time (Tag 52).
I have run a pcap with RawCap, and am analysising with WireShark.
Although the FIX message has made it to my log file, it is NOT in the pcap. I have searched for the message SeqNum (tag 34) but it cannot be found. However, I can find FIX messages from before and after.
I also see "TCP Previous segment not captured" BUT if I have lost segment, how has FIX message got into log file?
Could someone explain what might be going on?
