Why do Market Data sequence numbers appear mismatched between Feed A and Feed B?
The difference comes from how UDP and Market Data messages are structured. Each UDP packet carries a header with a sequence number and can contain multiple SBE messages. Each SBE message begins with its own header, which defines the TemplateID.
For example, Feed A may show UDP sequence number 92871 with two Market Data messages, while Feed B shows sequence number 92872 with one Market Data message. When compared, the total Market Data messages and their order will match across feeds. The UDP packet sequence numbers are not expected to align, and the same Market Data messages may not appear in corresponding packets.