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Capturing FIX Inbox Messages That Do Not Confirm QuickFix Validation

A Quickfix client checks incoming messages using XML spec files . If the message fails verification, quickfix automatically sends a reject response. AFAIK in this case quickfix does not call the standard callback for incoming messages fromApp(), so until now I have not been able to programmatically capture these erroneous incoming messages and process them.

Is there a way to capture incoming FIX messages that do not confirm fastfix checking?

Of course, they may appear in the fastfix log files by default, but I'd rather write them to my code in real time.

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2 answers

Validation using the XML specification file is performed in session level mode. So, this is not suitable .

On the other hand, there are some configuration options:

  • UseDataDictionary: excludes validation
  • ValidateUserDefinedFields: Excludes user-validated field validation

search for detailed descriptions

edit: If your real problem is monitoring failures, just capture the Reject (3) and BusinessReject (j) messages on the toAdmin () hook.

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No.

QuickFIX . , QF , , , . xml / , .

, , , - , 35 = 3 35 = j. ( cron/grep .)

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Source: https://habr.com/ru/post/1538529/

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