Is there any way to replay 'recent' market prices via the Elektron Java API?
We are beginning to write an application that will stream market prices via TR Elektron, but one use case we need to cover is if our consumer experiences downtime of any kind. If our consumer is down temporarily, and then starts up to continue streaming market prices, is there any feature on the TR Elektron Java API that will allow it to request market prices from an earlier point in time to replay (e.g. from a few hours earlier), and then continue to stream latest prices as usual?
If this is not possible within the API, what do you recommend to handle this scenario?