Re: [Quickfix-developers] Droping messages...

[<OM...@th...>]

Well, QuickFIX will ignore any message that is considered "mangled".  This
could mean they have an incorrect message length or checksum.  Is this a
possibility with these messages?

--oren



|---------+----------------------------------------------->
|         |           Nicholas Palmer                     |
|         |           <nic...@sl...>             |
|         |           Sent by:                            |
|         |           qui...@li...ur|
|         |           ceforge.net                         |
|         |                                               |
|         |                                               |
|         |           03/31/2003 06:31 PM                 |
|         |                                               |
|---------+----------------------------------------------->
  >----------------------------------------------------------------------------------------------|
  |                                                                                              |
  |       To:       "'qui...@li...'"                                |
  |        <qui...@li...>                                           |
  |       cc:                                                                                    |
  |       Subject:  [Quickfix-developers] Droping messages...                                    |
  >----------------------------------------------------------------------------------------------|




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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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