One of our ECN is sending us trade capture reports in XML format using tag 35=n. I understand that when tag 35 is set to n the message is treated as a session level message and passed to the application. However, the QuickFix engine is rejecting this message with the error message “Invalid MsgType” and sets 372=n. Please see below for reject message
I am using FIX 4.4, and the data dictionary file FIX44.xml specifies n as a valid value for MsgType tag.
<field number='35' name='MsgType' type='STRING'>
<value enum='n' description='XMLNONFIX' />
Is it a bug or am I missing some thing obvious?