Support Board

You can see in this message which is not a VWAP message, that the total daily volume is given. The volume is much too high to be for an individual trade.
GDF FIX Session (Recv) >> 8=FIX.4.2
9=421
35=X
34=130
49=GFDL320
52=20140116-09:20:28.563
56=DEMO320-GDF
268=5
279=1
269=0
55=NIFTY
167=FUT
200=201401
207=NS
270=6327.1
271=100
279=1
269=1
55=NIFTY
167=FUT
200=201401
207=NS
270=6327.5
271=300
279=1
269=2
55=NIFTY
167=FUT
200=201401
207=NS
270=6327.35
271=0
279=1
269=5
55=NIFTY
167=FUT
200=201401
207=NS
270=6331.1
271=0
279=1
269=B
55=NIFTY
167=FUT
200=201401
207=NS
270=0
271=7120250
272=20140116
273=09:20:28
10=075
| 2014-01-16 04:20:28

You can see in this message no volume is given.

GDF FIX Session (Recv) >> 8=FIX.4.2
9=355
35=X
34=131
49=GFDL320
52=20140116-09:20:29.567
56=DEMO320-GDF
268=4
279=1
269=0
55=NIFTY
167=FUT
200=201401
207=NS
270=6327.1
271=-1
279=1
269=1
55=NIFTY
167=FUT
200=201401
207=NS
270=6327.35
271=-1
279=1
269=2
55=NIFTY
167=FUT
200=201401
207=NS
270=6327.35
271=0
279=1
269=5
55=NIFTY
167=FUT
200=201401
207=NS
270=6331.1
271=0
272=20140116
273=09:20:29
10=067
| 2014-01-16 04:20:29

We can also see that you are repeating the symbol specification (55=NIFTY
167=FUT
200=201401
207=NS) in every entry of the incremental refresh message. This consumes a lot of network bandwidth. We have never seen a FIX protocol implementation like this. We highly recommend that you change this and put the symbol specification only once at the beginning of the message.