QuickFIX/Go Validation
If configured to validate, QuickFIX/Go will validate and reject any poorly formed messages before they can reach your application. XML files define what messages, fields, and values a session supports.
Several standard files are in included in the spec/ directory.
The skeleton of a definition file looks like this.
<![CDATA[
<fix type="FIX" major="4" minor="1">
<header>
<field name="BeginString" required="Y"/>
...
</header>
<trailer>
<field name="CheckSum" required="Y"/>
...
</trailer>
<messages>
<message name="Heartbeat" msgtype="0" msgcat="admin">
<field name="TestReqID" required="N"/>
</message>
...
<message name="NewOrderSingle" msgtype="D" msgcat="app">
<field name="ClOrdID" required="Y"/>
...
</message>
...
</messages>
<fields>
<field number="1" name="Account" type="CHAR" />
...
<field number="4" name="AdvSide" type="CHAR">
<value enum="B" description="BUY" />
<value enum="S" description="SELL" />
<value enum="X" description="CROSS" />
<value enum="T" description="TRADE" />
</field>
...
</fields>
</fix>
]]>
The validator will not reject conditionally required fields because the rules for them are not clearly defined. Returning a MessageRejectError from an Application's FromApp or FromAdmin methods will cause a message to be rejected.