This is not a error. Quickfix uses ant task to generate these java classes from fix spec. files.
If you will go through the documentation you will find that it is mentioned on how to generate these classes as an ant external task.
http://www.quickfixj.org/quickfixj/usermanual/installation.html#dependencies
"A message generator item will be present on the external tools menu for generating Java message-related classes. If you are seeing compile errors related to message classes, use this tool to generate the classes."
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