{{Quickfixn}} FW: Receiving non-ASCII characters

Wed Mar 26 09:01:57 PDT 2014

Hi,

I've just received the following message whilst testing with Bloomberg:

20140326-15:53:13.599 : 8=FIX.4.4 | 9=0843 | 35=8 | 49=BLPTSOX | 56=THINKTSOX | 34=396 | 57=6804469 | 128=ZERO | 43=Y | 122=20140326-15:04:08 | 52=20140326-15:53:13 | 60=20140326-15:04:08 | 150=F | 31=71.66 | 151=0 | 541=20170914 | 32=1100000 | 662=99.5859 | 6632=T 0 ï¿½ 63/64 03/15/17 | 423=6 | 663=1 | 64=20140330 | 6=113.696 | 37=294 | 157=16 | 38=1100000 | 218=71.66 | 39=2 | 159=2786.67 | 669=113.696 | 699=912828C32 | 11=61106937 | 761=1 | 192=0 | 223=0.057 | 14=1100000 | 15=USD | 75=20140326 | 17=Q2:20140326:30000:5:12 | 48=US459200GJ41 | 198=2404:20140326:30000:5 | 470=US | 381=1250656 | 22=4 | 6622=0 | 54=1 | 55=[N/A] | 236=0.01609 | 118=1253442.67 | 238=0 | 453=4 | 448=Q2 | 447=D | 452=1 | 802=1 | 523=22 | 803=4 | 448=TFOLIO | 447=D | 452=11 | 448=THINKFOLIO LTD | 447=D | 452=13 | 448=TSOX | 447=D | 452=16 | 9690=4 | 9691=Q1 | 9692=D | 9694=71.34 | 9693=6 | 9695=1100000 | 9691=Q4 | 9692=D | 9694=70.73 | 9693=6 | 9695=1100000 | 9691=D3 | 9692=D | 9694=70.64 | 9693=6 | 9695=1100000 | 9691=D1 | 9692=D | 9694=70.53 | 9693=6 | 9695=1100000 | 10=167 |

Tag 6632 is a benchmark name.  It looks like they're trying to send a ¾ symbol as part of that name, which obviously isn't ASCII, so the message is actually corrupt.  However, this makes QuickFIX/n fall over with the following error:

20140326-15:52:12.194 : Session FIX.4.4:THINKTSOX->BLPTSOX disconnecting: QuickFix.InvalidMessage: Invalid message: Expected BodyLength=845, Received BodyLength=843
   at QuickFix.Session.Next(String msgStr)
   at QuickFix.SocketInitiatorThread.ProcessStream()
   at QuickFix.SocketInitiatorThread.Read()

Should we not be handling this a little better?  At least sending a Session level Reject back?  Currently this is bringing down the whole connection.

Cheers,
Campbell
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