QuickFIX/J

This is a misunderstanding of the documented purpose of the ValidateFieldsOutOfOrder flag: "If set to N, fields that are out of order (i.e. body fields in the header, or header fields in the body) will not be rejected.". It is not related at all to group field ordering or and field ordering other than specific header fields. This option was inherited from the QuickFIX C++ implementation.

To be more precise, it allows headers fields in the body and vice versa. So it's not actually related to specific header fields, but any header/body incorrect orderings. Again, it was not intended to inhibit validation of group field ordering.

Steve, I agree with your assessment. Is there a reason you didn't close this bug?

Eric checked in some changes related to this issue (SVN Rev #1019). I was wondering if he had a different interpretation of the issue.

Steve, we fixed the issue in our integration branch by keeping the actually implemented semantic: we check the fields orders as it is done in quickfix.Message.parseGroup(String, StringField, DataDictionary, FieldMap).
The problem was that it was properly done in first level group but not in the groups of a group.

We could add the semantic you are referring to (out of order meaning body fields in the header, or header fields in the body) if needed. If we want to have both this semantic and the current one, we would have to add a new boolean setting.

Is such a feature really needed? I've had counterparties in the past who've put fields out of order, but the resulting order was always deterministic. Simply rearranging the DataDictionary was all that was needed.

Hi guys,

I'm a little confused. Could anyone please tell me what is wrong with ValidateFieldsOutOfOrder? Is the documentation wrong or the code? There are some tickets dealing with this, e.g. QFJ-477 and QFJ-520 (dup).

Our situation: We have a customer which suddenly reported that his messages get rejected after we have switched from QuickFIX/J 1.3.1 to 1.5.0. Looking at the messages we could see that he sent tag 50 (SenderSubID) incorrectly at the end of the message. On the old and the new version we have set ValidateFieldsOutOfOrder=N.
So my assumption would be that both QuickFIX versions behave the same. But with 1.5.0 the messages get rejected.

Looking at the documentation (and also stated by Steve in the second comment: "To be more precise, it allows headers fields in the body and vice versa. So it's not actually related to specific header fields, but any header/body incorrect orderings.") I would suppose that the message could be parsed correctly with either version. But with 1.5.0 this fails.

Here is a short test which fails with 1.5.0 regardless if I set dataDictionary.setCheckFieldsOutOfOrder to true or false.

{{ @Test
public void testNewOrderSingleWithMisplacedTag50()
throws Exception {

final DataDictionary dataDictionary = new DataDictionary( "etc/FIX.4.2.xml" );

// behaviour for QuickFIX 1.3.1: true -> parsing of nos2 fails
// behaviour for QuickFIX 1.3.1: false -> parsing of nos2 succeeds
// behaviour for QuickFIX 1.5.0: true -> parsing of nos2 fails
// behaviour for QuickFIX 1.5.0: false -> parsing of nos2 fails
dataDictionary.setCheckFieldsOutOfOrder( false );

String correctFixMessage = "8=FIX.4.2|9=218|35=D|49=cust|50=trader|56=FixGateway|34=449|52=20110420-09:17:40|11=clordid|54=1|38=50|59=6|40=2|44=77.1|"
+ "432=20110531|15=CHF|22=8|55=symbol|48=CH1234.CHF|21=1|60=20110420-11:17:39.000|63=0|207=VX|10=007|";
correctFixMessage = correctFixMessage.replace( '|', '\001' );
final NewOrderSingle nos = new NewOrderSingle();
nos.fromString( correctFixMessage, dataDictionary, true );
dataDictionary.validate( nos );
assertTrue( nos.getHeader().isSetField( new SenderSubID() ) );

String incorrectFixMessage = "8=FIX.4.2|9=218|35=D|49=cust|56=FixGateway|34=449|52=20110420-09:17:40|11=clordid|54=1|38=50|59=6|40=2|44=77.1|"
+ "432=20110531|15=CHF|22=8|55=symbol|48=CH1234.CHF|21=1|60=20110420-11:17:39.000|63=0|207=VX|50=trader|10=007|";
incorrectFixMessage = incorrectFixMessage.replace( '|', '\001' );
final NewOrderSingle nos2 = new NewOrderSingle();
nos2.fromString( incorrectFixMessage, dataDictionary, true );
dataDictionary.validate( nos2 );
assertTrue( nos2.getHeader().isSetField( new SenderSubID() ) ); }}

Any help is greatly appreciated.

Thanks
Chris.

In reply to comment #5:
> We could add the semantic you are referring to (out of order meaning body fields
> in the header, or header fields in the body) if needed. If we want to have both
> this semantic and the current one, we would have to add a new boolean setting.

Salut Eric,

could you re-add this semantic for the QF/J 1.5.1 release as you offered above?
We rely on it and it caused us major troubles with one customer.

Merci, Jörg

Hi Jörg,
I will fix the behaviour for the ValidateFieldsOutOfOrder property as per the documentation (and in sync with quickfix c++): out of order meaning body fields in the header, or header fields in the body.
I will add a new property to bypass the check on the group fields order.

committed on the integration branch in rev#1032

added new session property to ignore misordered group fields: ValidateUnorderedGroupFields.

for the initial ValidateFieldsOutOfOrder property, the expected behaviour has been implemented.
added 2 unit tests :
quickfix.DataDictionaryTest.testNewOrderSingleWithCorrectTag50()
quickfix.DataDictionaryTest.testNewOrderSingleWithMisplacedTag50()