This does not appear to be a problem with NUnit, even though the situation arises under NUnit.
Stepping through your code, everything works fine until I reach the Thread.Sleep() call in the test. At that point, the exception is thrown with the lowest stack entry indicating a call is being made to Log.onEvent(...). I'm not familiar with QuickFix, but could this be something you should be handling?
This does not appear to be a problem with NUnit, even though the situation arises under NUnit.
Stepping through your code, everything works fine until I reach the Thread.Sleep() call in the test. At that point, the exception is thrown with the lowest stack entry indicating a call is being made to Log.onEvent(...). I'm not familiar with QuickFix, but could this be something you should be handling?
Charlie