A Gap is where one or more packets in a sequenced data feed that don’t reach their destination. Gap detection is real-time monitoring of when these gaps occur.
Typically for financial markets, gap detection is required where data is delivered using the UDP protocol. Because UDP is an unreliable protocol, you cannot rely on the network layer to detect loss and resolve loss before the data reaches the application. Gap detection uses gaps in the sequence numbers in the messages to identify that messages have not been delivered.
Beeks Analytics provides gap detection and fine-grained analytics to help diagnose the cause. Gap information can be provided from multiple visibility points, and the AutoMD decoder will work on most standard market data multicast feeds even if the protocol has never been observed before by Beeks Analytics.