I guess a digest of the msg + a sequence number is sent out along with the msg itself.
One of the common designs is PGM —
While TCP uses ACKs to acknowledge groups of packets sent (something that would be uneconomical over multicast), PGM uses the concept of Negative Acknowledgements (NAKs). A NAK is sent unicast back to the host via a defined network-layer hop-by-hop procedure whenever there is a detection of data loss of a specific sequence. As PGM is heavily reliant on NAKs for integrity, when a NAK is sent, a NAK Confirmation (NCF) is sent via multicast for every hop back. Repair Data (RDATA) is then sent back either from the source or from a Designated Local Repairer (DLR).
PGM is an IETF experimental protocol. It is not yet a standard, but has been implemented in some networking devices and operating systems, including Windows XP and later versions of Microsoft Windows, as well as in third-party libraries for Linux, Windows and Solaris.