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snapshot usually consists of the set of orders that are currently open, and maybe the set of executions thahave happened on the day. Sarily: You might need different snapshot techniques for different services. Some of them need to retain more data than others. But there's a way in which replaying from the beginning of time is a general purpose recovery meca. As long as what you're doing is a function of the stream of data, you can do it on a replay just as you did it alive.