[Quickfix-developers] Droping messages...

[Nicholas P. <nic...@sl...>]

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Hey All,

I am having some trouble with a QuickFIX application I am developing. 
Unfortunately it requires that I interface with a vendor who uses a 
bastardized version of FIX.

I have created a special XML file for validation of these messages, and 
two out of the three I have to handle get received and cracked properly. 
The third doesn't seem to get into the application at all. I have 
overridden both fromAdmin and fromApp and put logging statements in both.

For the other messages I see the log message in fromAdmin, and then 
fromApp, however for this message I see the log of the message being 
received that looks like:

<20030401-00:11:05, FIX.4.2:US->THEM, incoming>
(field=data*field=data*etc...)

but neither the fromAdmin or fromApp methods get called, and no other 
message is logged (such as rejecting due to missing or invalid fields 
which I have seen when I had the XML messed up, so I don't think that is 
the problem, but I guess it is possible. I have been over the XML with a 
fine toothed comb though so I doubt it.)

The application then goes into an  infinite loop where QuickFIX claims 
that the next message had a sequence number that was too high and re 
requests the message that it just dropped, which it drops again. Lather 
rinse repeat until the processor explodes.

The message that I receive contains fields out of order, and fields 
which print with fieldnum=NOREF, so I suspect it is a problem handling 
the crappy message from the other vendor, but since QuickFIX receives it 
they claim that it is my problem to fix. I have set:

ValidateFieldsOutOfOrder=N
ValidateFieldsHaveValues=N

in the config file with no change in behavior.

Any thoughts on a cure for this problem.

Thanks,
- -Nick

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