I'm pretty sure that this is a stupid user error (or build error), but
I'm left scratching my head wondering what's happening. Here's the log
output from the run:
<20060321-20:25:23, FIX.4.2:ALLAGASHRPT->REDI, incoming>
(8=3DFIX.4.2=19=3D286=135=3D8=149=3DREDI=156=3DALLAGASHRPT=1128=3DSILK=13=
4=3D178=150=3Dgc311228=152=3D2006
0321-20:26:58=137=3DLLG00003=111=3D357=1109=3D61513215=176=3DLOC=117=3D75=
081002108006=120=3D0=1150
=3D1=139=3D1=11=3D61513215=155=3DAA=154=3D1=138=3D1500=140=3D1=159=3D0=14=
7=3DA=132=3D450=131=3D29.120000=130=3DN=129=3D1=115
1=3D450=114=3D1050=16=3D29.1200=160=3D20060321-15:26:58=1113=3DN=1439=3DS=
PN=110=3D160)
fromApp event: GetType =3D QuickFix42.ExecutionReport
fromApp event fired...=20
toApp event: GetType =3D QuickFix42.BusinessMessageReject
<20060321-20:25:23, FIX.4.2:ALLAGASHRPT->REDI, outgoing>
(8=3DFIX.4.2=19=3D106=135=3Dj=134=3D41=149=3DALLAGASHRPT=152=3D20060321-2=
0:25:23.781=156=3DREDI=145=3D
178=158=3DUnsupported Message Type=1372=3D8=1380=3D3=110=3D034)
<20060321-20:25:23, FIX.4.2:ALLAGASHRPT->REDI, event>
(Message 178 Rejected: Unsupported Message Type)
A first chance exception of type 'QuickFix.UnsupportedMessageType'
occurred in quickfix_net_messages.dll
A first chance exception of type
'System.Runtime.InteropServices.SEHException' occurred in
quickfix_net.dll
My code is very straightforward:
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Public Sub fromApp(ByVal message As QuickFix.Message, ByVal sessionID As
QuickFix.SessionID) Implements QuickFix.Application.fromApp
Console.WriteLine("fromApp event: GetType =3D " &
message.GetType.FullName)
Console.WriteLine("fromApp event fired... ")
crack(message, sessionID)
End Sub
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I have code in place to handle an execution report, but it never gets to
the code. In the debugger the code is never reached, and instead the
quickfix engine throws this exception. Best I can tell the Execution
Report I'm getting is properly formed.
Any suggestions for this newbie?
Thank you,
John Haldi
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--------------------------------------
John Haldi
Allagash Trading, LLC
120 Broadway, 20th Floor
New York, NY 10271
212.433.3958
jo...@al...
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