Invalid values in FIX messages
Invalid values in FIX messages
03 Aug 2021, 17:27
Hi,
we're testing our platform/app and are getting invalid FIX msgs from FONDEX which is crashing our platform because we're expecting INT32 for volume . An example with an obvious invalid value - volume:
8=FIX.4.49=19935=W34=15349=CSERVER50=QUOTE52=20210803-13:39:48.74656=demo.fondex.xxx57=Quote55=81268=2269=1270=4.9191271=9999999999999278=607322197269=0270=4.9177271=9999999999999278=60732219610=215
Even on demo account I don't understand how having a volume of 9T would be possible for this currency (EURRON).
Can you help with an explanation how this is possible (so that we can understand better your platform) and what best practices for such cases would be (e.g. just ignoring the msg?).
Kind regards
Replies
terryww2
04 Aug 2021, 15:06
When comparing EURRON to other FX pairs, the market depth is very different (a few different layers of depth (going to 40M) vs one layer for EURRON of depth 9T). Looking at some stocks I see the same pattern - one layer of depth with 9T. OK, so we can expect INT64 for volume. Thanks!
@terryww2
PanagiotisCharalampous
04 Aug 2021, 15:14
Hi terryww2,
Technically there is no issue. We just stream whatever the LP streams to us. If the actual amount seems weird, then you should address this to your broker.
Best Regards,
Panagiotis
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PanagiotisCharalampous
04 Aug 2021, 08:14
Hi terryww2,
Can you please explain why do you think the message is invalid?
Best Regards,
Panagiotis
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