If Client FIX Engine connects to Broker Fix Engine with Sequence Number higher than expected (e.g. broker is expecting Sequence Number = 10 and Client is sending = 15). As per FINANCIAL INFORMATION EXCHANGE (FIX) protocol Broker will accept the connection and ISSUE a Resend Request (MsgType=2) asking Client to resend missing messages (from messages 10 -15) , Now Client can either REPLAY those messages or can issue a Gap Fill Message (MsgType=4 as per FINANCIAL INFORMATION EXCHANGE (FIX) protocol) in case replaying those messages doesn't make any SENSE (could be admin messages e.g. Heartbeat ETC).

If Client FIX Engine connects to Broker Fix Engine with Sequence Number higher than expected (e.g. broker is expecting Sequence Number = 10 and Client is sending = 15). As per FINANCIAL INFORMATION EXCHANGE (FIX) protocol Broker will accept the connection and issue a Resend Request (MsgType=2) asking Client to resend missing messages (from messages 10 -15) , Now Client can either replay those messages or can issue a Gap Fill Message (MsgType=4 as per FINANCIAL INFORMATION EXCHANGE (FIX) protocol) in case replaying those messages doesn't make any sense (could be admin messages e.g. Heartbeat etc).