I am attempting to subscribe to certain message types from one of our providers. I send the 35=BW message as per their API, and I receive all the Quote messages that I need.
However, I can only see them in the quickfix generated log, they are not passing through the fromApp() method. Anyone know why that is?
Here are the full messages from the quickfix logs:
8=FIXT.1.1|9=101|35=A|34=1|49=ME|52=20190801-21:24:08.974|56=THEM|98=0|108=30|141=Y|1137=9|10=209|
8=FIXT.1.1|9=97|35=A|56=ME|49=THEM|52=20190801-21:24:09|34=1|108=30|141=Y|98=0|1137=9|10=222|
8=FIXT.1.1|9=159|35=BW|34=2|49=ME|52=20190801-21:24:09.165|56=THEM|1346=bc445475-6c3d-49b1-8e69-1fae46fbaa2b|1347=1|1351=1|ApplID=quotes|1357=0|1399=0|10=048|
8=FIXT.1.1|9=129|35=BX|49=THEM|56=ME|34=2|52=20190801-21:24:09|1346=bc445475-6c3d-49b1-8e69-1fae46fbaa2b|1347=1|1348=0|10=058|
8=FIXT.1.1|9=316|35=S|49=THEM|56=ME|34=3|52=20190801-21:24:09|1180=ApplID|1181=0|60=20190730-18:38:13.068519|131=1564181552814-51|117=8SVc72UWLVQ|55=USD/CAD|64=20190731|63=SPOT|453=1|448=AUTO|447=D|452=61|2376=18|132=1.3158|133=1.31586|134=1000000|135=1000000|8021=USD|8022=USD|2533=0|9501=0|2534=0|9502=0|10=061|
8=FIXT.1.1|9=159|35=BW|34=3|49=ME|52=20190801-21:24:14.165|56=THEM|1346=859f354c-6c3f-48dd-880c-435eb5241ab0|1347=4|1351=1|1355=ApplID|1357=0|1399=0|10=163|
The messages that I do not receive through my fromApp() method are the Quote as well as the 35=BX messages (both application layer basically)
And here are my quickfix settings
[DEFAULT]
# Settings which apply to all the Sessions.
ConnectionType=initiator
SenderCompID=ME
ReconnectInterval=30
HeartBtInt=30
FileStorePath=/my/log/path
FileLogPath=/my/log/path
FileLogHeartBeats=Y
[SESSION]
# Settings specifically for one session
BeginString=FIXT.1.1
DefaultApplVerID=FIX.5.0SP2
AppDataDictionary=MyDictionary.xml
TransportDataDictionary=MyTransportDictionary.xml
TargetCompID=THEM
TimeZone=America/New_York
StartTime=06:00:00 US/Central
EndTime=19:00:00 US/Central
Weekdays=Mon,Tue,Wed,Thu,Fri
SocketConnectPort=theirPort
SocketConnectHost=their.ip.address
UseDataDictionary=Y
CheckLatency=N
ResetOnLogon=Y
Any help greatly appreciated
EDIT: I put a breakpoint on the Session.next() method, and it's only being called for the 35=A LOGON message. No application layer messages ever go through it, but they are definitely being saved in the quickfix logs. I tried by sending multiple other subscriptions with the same outcome.
