[Quickfixj-users] Support for embedded FIX message in XML

[Herman H. <hh...@bl...>]

Hi everyone,

First time sending an email out to the group...I apologize if it is improperly formatted or anything, or if this is the wrong place for this type of question.

I've run into an issue where I am trying to get executions from an exchange, and they are delivering them in a customized message type with the FIX execution report embedded inside a FIX tag (213), wrapped in an XML field:

8=FIX.4.2 9=472 35=n 34=15 369=11 52=20150512-17:17:29.197 43=Y 49=TESTEP 50=G 56=PMEBBBN 57=G 122=20150512-17:08:25.119 212=357 213=<RTRF>8=FIX.4.2 9=321 35=8 34=2893 369=2893 52=20150512-17:08:25.119 49=TESTEP 50=G 56=DSD000N 57=DUMMY 143=US,IL 1=00521 6=0 11=ACP1431450505080 14=0 17=99131:14769 20=0 37=999893893 38=30 39=0 40=2 41=0 44=9980.5 48=998900 54=2 55=90 59=0 60=20150512-17:08:25.117 107=0EJZ4 150=0 151=30 167=FUT 432=20150512 1028=Y 1091=N 9717=ACP1431450505080 10=083 </RTRF> 10=226
I don't really care about the rest of the contents of the "n" message, I only care about the contents of tag 213.

Needless to say, this is causing me issues for a couple of reasons:


1.)    QuickFix/J's AbstractIoHandler is choking because it is trying to split the entirety of the FIX message via the \x001 delimiter, so it doesn't "understand" the end XML tag as a field.  How do I get around this?
May 12, 2015 12:17:29 PM quickfix.mina.AbstractIoHandler messageReceived
SEVERE: Invalid message: bad tag format: For input string: "</RTRF>^A10"


2.)    Even if I can get past the AbstractIoHandler, I know I can just parse the message as one big string in the fromApp callback and get my data that way, but I just wanted to confirm...I can't just process 213 as a single StringField and get that entire embedded FIX message (with XML) can I?

Thanks for the help, definitely appreciated.

Regards,
Herman