Various embodiments are directed to gap fill methods and apparatus. In an exchange system a device in the exchange may request a message gap fill when it detects that it may be missing one or more messages. The gap fill message may include a range of message identifiers or message counter values identifying the messages which are being requested by the multicast gap fill message. A message logging system included in the exchange may include a plurality of message logging devices. A multicast gap fill message may specify a set of messages to be provided which is very large. Multiple devices may respond to the requesting device with the responding device providing one, multiple or all the messages. Replies to multicast gap fill request messages are sent in the form of unicast messages from directed to the device which sent the multicast gap fill request message.
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