DefaultMessageFactory's docs say:

"The default factory for creating FIX message instances. Create subclasses of this factory for generating custom messages using nonstandard message types."

Looking at the source, this has to be wrong. There's no way a subclass of this can be useful, unless it entirely re-implements one or both of the create() methods, which are the only public methods anyway.

Users should instead subclass MessageFactory, and pass that to the Socket/Session constructors.

Suggested fix: Strike the second sentence from the above-quoted doc comment.