Replay FIX Message Sequences

The fastest way to fix a FIX bug is to reproduce it deterministically. Message sequence replay turns “it happened once in UAT” into a repeatable test case you can run until the behavior is correct.

What “Replay” Means in FIX Testing

Replay can mean different things depending on your problem:

Application replay: replay an order lifecycle (NOS → exec reports → cancels)
Session replay: reproduce gaps, resends, duplicates, and recovery behavior
Timing replay: reproduce latency, bursts, and out-of-order delivery patterns

If your goal is application-level debugging, start with replay FIX messages and move to full sequence replay when session recovery is the suspected cause.

When Replay Helps Most

Intermittent disconnects and recovery failures
Duplicate executions after resends
Cancel/replace state drift
Sequence number and reset disagreements
Rules that only fail under bursts or delayed responses

Make Replays Useful

Capture the smallest message sequence that reproduces the issue
Control IDs and sequencing so results are deterministic
Assert expected outcomes (states, quantities, rejects)
Keep the scenario as a permanent regression test

Once captured, these scenarios belong in your FIX regression testing suite.

How FIXSIM Helps

A simulator can replay known sequences against your FIX engine or trading app, so you can validate recovery logic and order lifecycle behavior repeatedly as you iterate on fixes.

Run These Test Cases in a FIX Simulator

To run these scenarios in a controlled environment, use a FIX protocol simulator that can emulate counterparties, replay message flows, and validate session behavior before certification.