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From: Grant B. <gbi...@co...> - 2020-09-16 02:04:33
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Are you sure this vendor doesn't have some kind of mail list or news alert that will let you know in advance when they make changes to their FIX interface? Adding a group is kind of a big deal. I'd expect such a change to trip up any QuickFIX engine, no matter what port it is (QF/C++, QF/j, QF/n). -Grant On Tue, Sep 15, 2020 at 6:08 PM Robert Nicholson <rob...@gm...> wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: > http://www.quickfixj.org/support/ > > > BTW: In this instance an entire new group was added not just a new tag on > an existing group. > > On Sep 15, 2020, at 12:57 PM, Grant Birchmeier <gbi...@co...> > wrote: > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > If somebody adds a new repeating group tag without telling you, then it is > impossible to parse the message. > > Remember, repeating groups have no end-delimiter tag. When the parser > encounters a tag that's not known to be in the group, then it can only > assume that the group is over. Every tag after that is assumed to be out > of the group, and then things start to go haywire. > > Reputable counterparties should be giving you plenty of lead-time notice > on when they change their DD. Is it possible that there is a mailing list > that you need to join? > > -Grant > > On Tue, Sep 15, 2020 at 11:52 AM Robert Nicholson < > rob...@gm...> wrote: > >> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: >> http://www.quickfixj.org/support/ >> >> >> I have RejectInvalidMessage=N in order to avoid a vendor adding new tags >> or new enum values breaking the processing of a message on my side if it’s >> a tag that I don’t care about. >> >> However, it’s evident that in earlier releases of quickfixj that this >> doesn’t insulate you from this kind of event because it will effectively >> stop parsing the message as soon as it finds something it doesn’t like. >> Even if it’s just going to warn about it. >> >> If somebody adds a new repeating group tag in the message that my FIX >> dictionary knows nothing about then I’ll still process the message but it’s >> extremely unlikely that it will parse the content after >> the new repeating group therefore resulting in a partially parsed message >> being processed. >> >> Q. is this the correct understanding and do all quickfixj releases work >> this way? >> >> If not all releases work this way when did this behavior change such that >> it makes a best effort at parsing the message? >> >> What settings allow me to still be able to fully parse the message >> ignoring any new content that doesn’t align with my dictionary but still >> end up with a message equivalent to that which didn’t have the new >> repeating group tags? >> >> _______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >> > > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less. http://connamara.com -- This email, along with any attachments, is confidential. If you believe you received this message in error, please contact the sender immediately and delete all copies of the message. Thank you from Connamara Systems, LLC. |