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

Jiho HAN jiho.han at us.bnpparibas.com
Tue Aug 17 12:53:04 PDT 2021


I ran into the same issue last Monday and we used the same workaround but only after some damage was already done.
It looks like 1.9.0 fixes the issue for us, at least for the particular issue we ran into (umlaut a in tag 58) but should it happen again in some other manner, I don't have much confidence that we won't be left with another mess to clean up.

I would also love an option to skip/mark the message and move on since we are mostly a drop copy shop, one bad message lost isn't that big of a deal.
Disconnecting the session as it does now seems like a very drastic move for a bad message.

Thanks
Jiho
Classification: Confidential

From: Quickfixn <quickfixn-bounces at lists.quickfixn.com> On Behalf Of Toomey, Sean
Sent: Wednesday, August 11, 2021 7:09 PM
To: quickfixn at lists.quickfixn.com
Cc: Vincent, Brad <Brad.Vincent at broadridge.com>
Subject: [EXTERNAL] {{Quickfixn}} FIX message contains bad character, how can we skip it

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.
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