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Strange QuickFix Response to Performance Report

I am currently having a strange problem with the open source QuickFix engine. Our broker sends several test trades with MsgType = 8 (Execution Report), and our QuickFix engine is immediately responsible for the exception saying "Unsupported Message Type". All tags in the broker message look legit.

Why is this happening and how can I solve the problem?

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I can't read minds, but it looks like you might have implemented your application as MessageCracker , but forgot to override the corresponding onMessagefunction. Note that there is a separate overload onMessagefor each version of the FIX message type, for example. there is:

onMessage (const FIX40::ExecutionReport&, const FIX::SessionID&) 
onMessage (const FIX41::ExecutionReport&, const FIX::SessionID&) 
onMessage (const FIX42::ExecutionReport&, const FIX::SessionID&) 
onMessage (const FIX43::ExecutionReport&, const FIX::SessionID&) 
onMessage (const FIX44::ExecutionReport&, const FIX::SessionID&)

By default, all of these methods throw an exception UnsupportedMessageTypethat looks like what you see.

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Source: https://habr.com/ru/post/1705081/

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