quickfix-developers

[Erich <gra...@al...>]

I am writing a FIX 4.2 market data publisher for an ECN type application.
Clients will specify the market data they are interested in by sending in
market data requests. These messages may contain multiple repeated groups
and it is conceivable that my application receives a message with a mixture
of valid and invalid (i.e. one that requests something we don't support). In
this case I was hoping to be able to handle the valid groups and send back
rejection messages (market data request rejects) for each invalid group. Is
this appropriate or should I reject the entire message if one group is
invalid?
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