Question

we have a counterparty that implement FIX 4.2 standard to send executionReport messages (35=8).

In their specifications, they need a message in order to check the correct transmission. The strange thing is that the message type is “BN”, that’s not in 4.2 specs.

I’ve implemented a method in order to send such kind of message, and all works fine, but the quickfix put this message into the errorlog.

There is a way to tell quickfix to exclude from errorlog these “BN” messages?

Answer 1

Try editing the DataDictionary. I would create a new file. And set the DataDictionary location to the new file in your quickfix config file.

In the XML file for the data dictionary add an additional Message Type that to match what your counter party is sending you.

In the Message Type field:

<field number="35" name="MsgType" type="STRING">

add a line something like this:

<value enum="BN" description="MESSAGE_TYPE_NAME" />

where MESSAGE_TYPE_NAME is the correct description

Then add a type

 <message name="ExecutionReportAck" msgtype="BN" msgcat="app">
  <field name="OrderID" required="Y"/>
  <field name="SecondaryOrderID" required="N"/>
  <field name="ClOrdID" required="N"/>
  ...
 </message>