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
8=FIX.4.4^A9=101^A35=3^A34=61^A49=BARX_TEST^A52=20110912-10:36:57.740^A56=CNX_TEST^A45=61^A58=Invalid MsgType^A372=n^A373=11^A10=012^A
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?
The generator skipped over it because it doesn't define any fields. Bug in the generator. Checked in a fix.