|
From: Vlad R. <vra...@gm...> - 2023-10-18 14:35:51
|
In our production environment we've seen this occur sporadically for outbound Execution Reports on a particular FIX 4.4 session, using QuickFIX/J 2.3.1 . As an example: Good: 8=FIX.4.4|9=532|35=8|34=2766|49=SENDER|52=20231006-20:00:18.322|56=TARGET|116=TRADE| .... |10=114| Bad: 9=558|35=8|34=2767|49=SENDER|52=20231006-20:00:18.329|56=TARGET|116=TRADE| .... |10=114| I had to remove the body but left the headers. The messages are built using quickfix.Message class, adding following headers programmatically: MsgType,OnBehalfOfSubID , DeliverToCompID. Unlike quickfix.fix44.Message prior class does not update the BeginString as normally this is done anyway by the Session before sending a message out. As can be seen in the above example all other headers are present (besides BeginString) and looking at the code they get initialized in the same method. I can find no explanation for this occurring and cannot reproduce myself. Has anyone seen something like this occur? |