quickfixj | full featured messaging engine for the FIX protocol | Networking library

You can't just change the message type (tag 35) and assume all the other tags are going to be compatible!

AB and F messages have different tags in their body. They are totally different messages!

The amount of stuff about FIX that you need to know exceeds what is appropriate for a StackOverflow answer. You really need to read some docs about how FIX messages are structured and decoded.

Just changed publication to CUSIP instead of ISIN

What I especially dislike about option 1 is that you need to construct two messages. One for the extraction of the MsgType and afterwards the actual message. Seems unnecessary to me.

If you are only using FIX4.4 I would go for the second option because it does all the magic for you, i.e. extracts the needed things like BeginString and MsgType from the raw String.

Downside: it will only work up to and including FIX4.4 since MessageUtils.parse() does only consider the BeginString (not the ApplVerID). However, this should be no problem for your use case.

P.S.: If you ever need to parse messages for FIX5.0 and upwards, use the following (which is basically option 1 but without constructing a message to get the MsgType):

You do not need a custom dictionary to send custom messages. Dictionary validation is only done for received messages, so you might need to alter your dictionary to successfully receive the responses sent by your counterparty.

As to your problem: the error sounds as if something is missing in your group regarding the instrument. Looking at your code I think you mix up the group stuff a bit. I posted this link for an earlier question of you: https://www.quickfixj.org/usermanual/2.3.0/usage/repeating_groups.html

I think the important part is that you should add the group to the message like so:

This configuration file solves the issue :

Where did you get all that config options from? You are using QuickFIX/J but it looks like you took some settings from QuickFIX (C++) or quickfix/n (.NET). Please refer to https://www.quickfixj.org/usermanual/2.3.0/usage/configuration.html (you already mentioned it in your other question).

First thing that caught my eye is SSLEnable in your config. This should really be SocketUseSSL

Here is a set of options that works for us. If they don't work for you please talk to Bloomberg if they can see something suspicious in their logs or turn on SSL debug logging to see more information.

The problem was related with local character settings. I changed local language settings to US on Windows and problem is solved.

The details are below:

When loading factory messages on DeafultMessageFactory class names are coverted to

• quickfix.fıx...MessageFactory     <-- attention: fıx not fix

should be

• quickfix.fix...MessageFactory

When a raw fix message is converted to related fix message (as quickfix.fix41.NewOrderSingle) on factory it is not converted exactly. Instead generic quickfix.Message is returned.

I tested around a little bit and think the way to go would be to employ a org.apache.mina.filter.logging.LoggingFilter.

I assume you are using an Initiator but it will of course also work with an Acceptor.

I was able to successfully import the project into IntelliJ and Netbeans using the help of @ChristophJohn.

First, run: