Imported from previous forum
I have a scenario that I would like to put forward to the FIX community.
We have implemented a FIX 4.2 compliant gateway server into our own order matching system. One of the clients of this gateway has been consistantly sending malformed messages (invalid crc and incorrect message length). As per the specification the server swallows the malformed messages. We "accept" 70 to 80 of these messages before we receive a malformed message that causes the server to crash (a memory stomp of some type, we are trying to resolve).
My questions:
Has anyone encountered a similar situation? How did you handle it?
Does the FIX committee recommend a better alternative than just ignoring the messages?
Any suggestions.
Oh…I should mention that we are using TCP/IP as a transport protocol, the malformed messages are definately not being corrupted by the transport layer.
Thanks.
Perry Devetzis
Development Team Leader
efaSoftware
Capital Markets Automation
Suite 900, 311 6th Ave S.W. Direct 1-403-294-6971
Calgary, Alberta, Canada Bus 1-403-265-6131
T2P 3H2 Fax 1-403-444-3102
mailto:pdevetzis@efasoftware.com web: www.efasoftware.com