Patent ID: 8832211

Claim:
A method comprising: providing, from a gateway device of an exchange system, information to a first client device indicating an expected client device to exchange message sequence number that said first client device is to include in a next client device to exchange system message sent to the exchange system; providing, from the gateway device of the exchange system, a first exchange system to client device message sequence number to the client device, said first exchange system to client device message sequence number corresponding to a first message stream corresponding to the client device that is used for communication between a first group of one or more matching engines and said client device; providing, from the gateway device of the exchange system, a second exchange system to client device message sequence number to the client device, said second exchange system to client device message sequence number corresponding to a second message stream corresponding to the client device that is used for communication between a second group of one or more matching engines and said client device; receiving, at the gateway device, a first client to exchange system message from the client device, the first client to exchange system message being the next client to exchange system message sent to the exchange system following receipt of said information indicating said expected client device to exchange message sequence number; checking the received first client to exchange system message to determine if it includes the expected client device to exchange system message sequence number; and rejecting said first client to exchange system message if it is determined that it does not include said expected client device to exchange system message sequence number.