Methods and apparatus for numbering messages between a client, e.g., trader system, and exchange system are described. Client device (e.g., trader system) to exchange message numbering and exchange system to client device message numbering is supported and used. As part of each successful login, a client device is provided with a client to exchange system number to be used for first transaction message sent to the system after login. The first message from the client device is checked to make sure the number sent to the client device was used in the message. This approach places the burden on the client device, e.g., trader's system, not to send old messages with the new number. Messages from the exchange to the trader system are also numbered. Messages may include a field used to communicate information provided by a trader which is not interpreted by or used by the exchange system.