Hi, I think this is due to checksum errors. This should be the same issue as QFJ-38, correct? This is fixed with 1.6.0.

When I set the charset as GBK, QuickFIX will log "MsgSeqNum too high, expecting 3 but received 4" into event.log and similar for each following message. But these logs will not appear when I set the charset as ISO-8859-1 or UTF-8.

So I check the message.log for more detail, and I found that the message with MsgSeqNum=3 exists, and the "fromApp" method never get called for this message. The message contains a Text field with a GBK encoded string.

Here is the MsgSeqNum=3 message:

8=FIX.4.2|9=257|35=8|34=3|49=SERVER|52=20140807-15:08:43.359|56=FIXTest140|6=0|11=1407424160744|14=0|17=290490401|20=0|37=1407424160744|38=0|39=8|54=1|55=600035|58=error_business: Broker return: Code:-420411065 Msg:-420411065[-150906020]ÊäÈëίÍÐÊýÁ¿ÓÐÎó|103=99|150=8|151=0|10=114|

So why the message is droped? And how can I set the charset as GBK?

Please see my comment above. It is due to checksum error when using a non-standard encoding. Please check with current 1.6.0-SNAPSHOT version if the problem disappears. You might have to recompile your code against 1.6.0.
http://www.quickfixj.org:8085/browse/QFJ-GIT/latest/artifact/shared/qfj-zip/

I build from 1.6.0 and this problem is fixed. Thank you very much.