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.
Validation via XML spec file is in session level processing. So, there is not suitable hook for this.
On the other hand, there are some configuration parameters;
look for detailed descriptions
edit: If your real problem is monitoring rejections, capturing Reject(3) and BusinessReject(j) messages at toAdmin() hook is sufficient.