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<p class="MsoNormal"><span style="color:black">Hi,</span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black">I’ve just received the following message whilst testing with Bloomberg:<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">20140326-15:53:13.599 :
</span><b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:#C00000">8</span></b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">=</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:navy">FIX.4.4</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">
| </span><b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:#C00000">9</span></b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">=</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:navy">0843</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">
| </span><b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:#C00000">35</span></b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">=</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:navy">8</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">
| </span><b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:#C00000">49</span></b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">=</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:navy">BLPTSOX</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">
| </span><b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:#C00000">56</span></b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">=</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:navy">THINKTSOX</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">
| </span><b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:#C00000">34</span></b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">=</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:navy">396</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">
| </span><b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:#C00000">57</span></b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">=</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:navy">6804469</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">
| </span><b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:#C00000">128</span></b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">=</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:navy">ZERO</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">
| </span><b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:#C00000">43</span></b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">=</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:navy">Y</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">
| </span><b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:#C00000">122</span></b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">=</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:navy">20140326-15:04:08</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">
| </span><b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:#C00000">52</span></b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">=</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:navy">20140326-15:53:13</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">
| </span><b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:#C00000">60</span></b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">=</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:navy">20140326-15:04:08</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">
| </span><b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:#C00000">150</span></b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">=</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:navy">F</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">
| </span><b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:#C00000">31</span></b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">=</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:navy">71.66</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">
| </span><b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:#C00000">151</span></b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">=</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:navy">0</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">
| </span><b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:#C00000">541</span></b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">=</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:navy">20170914</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">
| </span><b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:#C00000">32</span></b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">=</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:navy">1100000</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">
| </span><b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:#C00000">662</span></b><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">=</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:navy">99.5859</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">
| </span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";background:yellow;mso-highlight:yellow">6632=T 0
</span><span style="font-size:10.0pt;font-family:"Times New Roman","serif";background:yellow;mso-highlight:yellow">ï</span><span lang="EN-US" style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";background:yellow;mso-highlight:yellow">¿½</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";background:yellow;mso-highlight:yellow">
63/64 03/15/17</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif""> |
<b><span style="color:#C00000">423</span></b><span style="color:teal">=</span><span style="color:navy">6</span><span style="color:teal"> |
</span><b><span style="color:#C00000">663</span></b><span style="color:teal">=</span><span style="color:navy">1</span><span style="color:teal"> |
</span><b><span style="color:#C00000">64</span></b><span style="color:teal">=</span><span style="color:navy">20140330</span><span style="color:teal"> |
</span><b><span style="color:#C00000">6</span></b><span style="color:teal">=</span><span style="color:navy">113.696</span><span style="color:teal"> |
</span><b><span style="color:#C00000">37</span></b><span style="color:teal">=</span><span style="color:navy">294</span><span style="color:teal"> |
</span><b><span style="color:#C00000">157</span></b><span style="color:teal">=</span><span style="color:navy">16</span><span style="color:teal"> |
</span><b><span style="color:#C00000">38</span></b><span style="color:teal">=</span><span style="color:navy">1100000</span><span style="color:teal"> |
</span><b><span style="color:#C00000">218</span></b><span style="color:teal">=</span><span style="color:navy">71.66</span><span style="color:teal"> |
</span><b><span style="color:#C00000">39</span></b><span style="color:teal">=</span><span style="color:navy">2</span><span style="color:teal"> |
</span><b><span style="color:#C00000">159</span></b><span style="color:teal">=</span><span style="color:navy">2786.67</span><span style="color:teal"> |
</span><b><span style="color:#C00000">669</span></b><span style="color:teal">=</span><span style="color:navy">113.696</span><span style="color:teal"> |
</span><b><span style="color:#C00000">699</span></b><span style="color:teal">=</span><span style="color:navy">912828C32</span><span style="color:teal"> |
</span><b><span style="color:#C00000">11</span></b><span style="color:teal">=</span><span style="color:navy">61106937</span><span style="color:teal"> |
</span><b><span style="color:#C00000">761</span></b><span style="color:teal">=</span><span style="color:navy">1</span><span style="color:teal"> |
</span><b><span style="color:#C00000">192</span></b><span style="color:teal">=</span><span style="color:navy">0</span><span style="color:teal"> |
</span><b><span style="color:#C00000">223</span></b><span style="color:teal">=</span><span style="color:navy">0.057</span><span style="color:teal"> |
</span><b><span style="color:#C00000">14</span></b><span style="color:teal">=</span><span style="color:navy">1100000</span><span style="color:teal"> |
</span><b><span style="color:#C00000">15</span></b><span style="color:teal">=</span><span style="color:navy">USD</span><span style="color:teal"> |
</span><b><span style="color:#C00000">75</span></b><span style="color:teal">=</span><span style="color:navy">20140326</span><span style="color:teal"> |
</span><b><span style="color:#C00000">17</span></b><span style="color:teal">=</span><span style="color:navy">Q2:20140326:30000:5:12</span><span style="color:teal"> |
</span><b><span style="color:#C00000">48</span></b><span style="color:teal">=</span><span style="color:navy">US459200GJ41</span><span style="color:teal"> |
</span><b><span style="color:#C00000">198</span></b><span style="color:teal">=</span><span style="color:navy">2404:20140326:30000:5</span><span style="color:teal"> |
</span><b><span style="color:#C00000">470</span></b><span style="color:teal">=</span><span style="color:navy">US</span><span style="color:teal"> |
</span><b><span style="color:#C00000">381</span></b><span style="color:teal">=</span><span style="color:navy">1250656</span><span style="color:teal"> |
</span><b><span style="color:#C00000">22</span></b><span style="color:teal">=</span><span style="color:navy">4</span><span style="color:teal"> |
</span><b><span style="color:#C00000">6622</span></b><span style="color:teal">=</span><span style="color:navy">0</span><span style="color:teal"> |
</span><b><span style="color:#C00000">54</span></b><span style="color:teal">=</span><span style="color:navy">1</span><span style="color:teal"> |
</span>55=[N/A] | <b><span style="color:#C00000">236</span></b><span style="color:teal">=</span><span style="color:navy">0.01609</span><span style="color:teal"> |
</span><b><span style="color:#C00000">118</span></b><span style="color:teal">=</span><span style="color:navy">1253442.67</span><span style="color:teal"> |
</span><b><span style="color:#C00000">238</span></b><span style="color:teal">=</span><span style="color:navy">0</span><span style="color:teal"> |
</span><b><span style="color:#C00000">453</span></b><span style="color:teal">=</span><span style="color:navy">4</span><span style="color:teal"> |
</span><b><span style="color:#C00000">448</span></b><span style="color:teal">=</span><span style="color:navy">Q2</span><span style="color:teal"> |
</span><b><span style="color:#C00000">447</span></b><span style="color:teal">=</span><span style="color:navy">D</span><span style="color:teal"> |
</span><b><span style="color:#C00000">452</span></b><span style="color:teal">=</span><span style="color:navy">1</span><span style="color:teal"> |
</span><b><span style="color:#C00000">802</span></b><span style="color:teal">=</span><span style="color:navy">1</span><span style="color:teal"> |
</span><b><span style="color:#C00000">523</span></b><span style="color:teal">=</span><span style="color:navy">22</span><span style="color:teal"> |
</span><b><span style="color:#C00000">803</span></b><span style="color:teal">=</span><span style="color:navy">4</span><span style="color:teal"> |
</span><b><span style="color:#C00000">448</span></b><span style="color:teal">=</span><span style="color:navy">TFOLIO</span><span style="color:teal"> |
</span><b><span style="color:#C00000">447</span></b><span style="color:teal">=</span><span style="color:navy">D</span><span style="color:teal"> |
</span><b><span style="color:#C00000">452</span></b><span style="color:teal">=</span><span style="color:navy">11</span><span style="color:teal"> |
</span><b><span style="color:#C00000">448</span></b><span style="color:teal">=</span><span style="color:navy">THINKFOLIO LTD</span><span style="color:teal"> |
</span><b><span style="color:#C00000">447</span></b><span style="color:teal">=</span><span style="color:navy">D</span><span style="color:teal"> |
</span><b><span style="color:#C00000">452</span></b><span style="color:teal">=</span><span style="color:navy">13</span><span style="color:teal"> |
</span><b><span style="color:#C00000">448</span></b><span style="color:teal">=</span><span style="color:navy">TSOX</span><span style="color:teal"> |
</span><b><span style="color:#C00000">447</span></b><span style="color:teal">=</span><span style="color:navy">D</span><span style="color:teal"> |
</span><b><span style="color:#C00000">452</span></b><span style="color:teal">=</span><span style="color:navy">16</span><span style="color:teal"> |
</span><b><span style="color:#C00000">9690</span></b><span style="color:teal">=</span><span style="color:navy">4</span><span style="color:teal"> |
</span><b><span style="color:#C00000">9691</span></b><span style="color:teal">=</span><span style="color:navy">Q1</span><span style="color:teal"> |
</span><b><span style="color:#C00000">9692</span></b><span style="color:teal">=</span><span style="color:navy">D</span><span style="color:teal"> |
</span><b><span style="color:#C00000">9694</span></b><span style="color:teal">=</span><span style="color:navy">71.34</span><span style="color:teal"> |
</span><b><span style="color:#C00000">9693</span></b><span style="color:teal">=</span><span style="color:navy">6</span><span style="color:teal"> |
</span><b><span style="color:#C00000">9695</span></b><span style="color:teal">=</span><span style="color:navy">1100000</span><span style="color:teal"> |
</span><b><span style="color:#C00000">9691</span></b><span style="color:teal">=</span><span style="color:navy">Q4</span><span style="color:teal"> |
</span><b><span style="color:#C00000">9692</span></b><span style="color:teal">=</span><span style="color:navy">D</span><span style="color:teal"> |
</span><b><span style="color:#C00000">9694</span></b><span style="color:teal">=</span><span style="color:navy">70.73</span><span style="color:teal"> |
</span><b><span style="color:#C00000">9693</span></b><span style="color:teal">=</span><span style="color:navy">6</span><span style="color:teal"> |
</span><b><span style="color:#C00000">9695</span></b><span style="color:teal">=</span><span style="color:navy">1100000</span><span style="color:teal"> |
</span><b><span style="color:#C00000">9691</span></b><span style="color:teal">=</span><span style="color:navy">D3</span><span style="color:teal"> |
</span><b><span style="color:#C00000">9692</span></b><span style="color:teal">=</span><span style="color:navy">D</span><span style="color:teal"> |
</span><b><span style="color:#C00000">9694</span></b><span style="color:teal">=</span><span style="color:navy">70.64</span><span style="color:teal"> |
</span><b><span style="color:#C00000">9693</span></b><span style="color:teal">=</span><span style="color:navy">6</span><span style="color:teal"> |
</span><b><span style="color:#C00000">9695</span></b><span style="color:teal">=</span><span style="color:navy">1100000</span><span style="color:teal"> |
</span><b><span style="color:#C00000">9691</span></b><span style="color:teal">=</span><span style="color:navy">D1</span><span style="color:teal"> |
</span><b><span style="color:#C00000">9692</span></b><span style="color:teal">=</span><span style="color:navy">D</span><span style="color:teal"> |
</span><b><span style="color:#C00000">9694</span></b><span style="color:teal">=</span><span style="color:navy">70.53</span><span style="color:teal"> |
</span><b><span style="color:#C00000">9693</span></b><span style="color:teal">=</span><span style="color:navy">6</span><span style="color:teal"> |
</span><b><span style="color:#C00000">9695</span></b><span style="color:teal">=</span><span style="color:navy">1100000</span><span style="color:teal"> |
</span><b><span style="color:#C00000">10</span></b><span style="color:teal">=</span><span style="color:navy">167</span><span style="color:teal"> |
<o:p></o:p></span></span></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">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:<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif";color:teal">20140326-15:52:12.194 :
</span><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif"">Session FIX.4.4:THINKTSOX->BLPTSOX disconnecting: QuickFix.InvalidMessage: Invalid message: Expected BodyLength=845, Received BodyLength=843<br>
at QuickFix.Session.Next(String msgStr)<br>
at QuickFix.SocketInitiatorThread.ProcessStream()<br>
at QuickFix.SocketInitiatorThread.Read()<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Arial Unicode MS","sans-serif""><o:p> </o:p></span></p>
<p class="MsoNormal">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.<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">Cheers,<br>
Campbell<o:p></o:p></p>
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