I am currently experiencing a strange problem with the open-source QuickFix engine. Our broker is sending some test trades with MsgType = 8 (Execution Report), and our QuickFix engine immediately replies with an exception saying “Unsupported Message Type”. All of the tags in the broker’s message appear to be legitimate.
Why is this happening and how can I resolve the issue?
I can’t read minds, but it sounds like you may have implemented your application as a MessageCracker but forgotten to override the appropriate
onMessagefunction. Note there is a separateonMessageoverload for each FIX version of a message type, e.g. there are:The default implementation of all of these methods throws an
UnsupportedMessageTypeexception, which sounds like what you are seeing.