I am a new member of the site and also the first question.
We are using OnixS FIX (Version 5 SP2) engine library and we would like to process AE (35=AE) and W (35=W) types of messages only. It means if any other types of messages are incoming via session, then they should be rejected automatically by FIX session. I have searched through the forum and found a post (Reject of unsupported FIX messages) but somehow I couldn’t find / gather how can I achieve that in OnixS library.
If anyone has ever done that then can you please guide me.