A Quickfix client validates incoming messages using XML spec files. If a message fails validation, quickfix automatically sends a rejection response. AFAIK in this case quickfix does not call the standard callback for incoming messages fromApp()
, so up till now I was unable to programatically capture these erroneous incoming messages and handle them.
Is there a way to capture incoming FIX messages which fail quickfix validation?
Of course they may appear in the default quickfix log files, but I would rather capture them in my code in realtime.