[This message was posted by Jay De Young of Chicago Mercantile Exchange 
<jay.deyo...@cmegroup.com> to the "General Q/A" discussion forum at 
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"valid" fix messages you do not support should be rejected with a business 
level reject.

Session level reject messages at least in QuickFix as I recall) are dealt with 
in the session layer, and may not be seen by the application layer - and thus 
may be incorrectly identified as a connection fault.



> Hi,
> 
> The FIX spec says that Business Message Reject can be used to reject a
> valid FIX business message that fulfills the session-level rules but is
> not supported by the recipient.
> 
> We would like to exclude all FIX messages that we do not support from
> our FIX repository. This will have the effect that an unsupported FIX
> message will be rejected using session level Reject message and 373=11
> (Invalid MsgType) as we do not recognize the message type.
> 
> Is this policy OK or do we always have to include all valid FIX messages
> in our repository so we can send a Business Message Reject instead for
> every valid but not supported FIX message?
> 
> Regards, Bernt


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