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Is it valid that two FIX messages are sent together in one go?

发布于 2020-10-12 07:50:53

My QuickFIX client is complaining that the body length is not expected.

After checking, it is found that it receives a message which actually contains 2 messages (2 different MsgTypes <35>). Also, 2 BeginStrings <8>

Is it a valid message?

The error is reported by QuickFIX, instead of my own code. Hence, it looks like an invalid message to me although I cannot find any official doc, saying that it is not allowed.

Questioner
kzfid
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Christoph John 2020-10-13 19:27:16

I would expect that QuickFIX could parse the messages as long as the body length of the first message is correct.

You could check if the body length is correct by using the following:

counting the number of characters in the message following the BodyLength (9) field up to, and including, the delimiter immediately preceding the CheckSum (10) field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted) For example, for message 8=FIX 4.4^9=5^35=0^10=10^, the BodyLength is 5 for 35=0^

Source: https://btobits.com/fixopaedia/fixdic44/index.html?tag_9_BodyLength.html