{{Quickfixn}} FIX message contains bad character, how can we skip it

[Toomey, Sean]

Hi All,

Looking for some advice on how to handle this situation (https://github.com/connamara/quickfixn/issues/683), raised by someone else earlier this year but I just ran into it earlier today.

How can malformed messages be rejected and bypassed in code? Right now it seems the only solutions are no validation or manual intervention. Thanks.

Issue defined below:
Certain brokers sending us a FIX message where the tag 58 value contains invalid characters that causes the FIX engine to stop with "Invalid message: Expected ..."
Session FIX.4.4:TEST->CLIENT disconnecting: QuickFix.InvalidMessage: Invalid message: Expected BodyLength=797, Received BodyLength=795
at QuickFix.Session.Next(MessageBuilder msgBuilder)
at QuickFix.SocketInitiatorThread.ProcessStream()
at QuickFix.SocketInitiatorThread.Read()
Workaround

  1.  Stop FIX engine and jump the sequence number by one.
Is it possible to extend QuickFixN so it delivers the payload as bad message then jumps to the next message?



Sean Toomey | Development Manager, Securities Finance Collateral Management | Broadridge Financial Solutions, Inc.
p +1 413-395-9511 | m +1 413-281-2180
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