Required tag missing error on MarketDataRequest query - quickfix

Question

I have a FIX44.MarketDataRequest query based on Trade Client example from QuickFIX-n example applications. But I can't manage to get something useful from the server with this query. I always get the error Required tag missing for this query.
Here is my code:
MDReqID mdReqID = new MDReqID("MARKETDATAID");
SubscriptionRequestType subType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT);
MarketDepth marketDepth = new MarketDepth(0);
QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup marketDataEntryGroup = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
marketDataEntryGroup.Set(new MDEntryType(MDEntryType.BID));
QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup symbolGroup = new QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup();
symbolGroup.Set(new Symbol("EUR/USD"));
QuickFix.FIX44.MarketDataRequest message = new QuickFix.FIX44.MarketDataRequest(mdReqID, subType, marketDepth);
message.AddGroup(marketDataEntryGroup);
message.AddGroup(symbolGroup);
Here is the generated outbound application level message (ToApp):
8=FIX.4.49=15835=V34=249=order.DEMOSUCD.12332150=DEMOSUSD52=20141223-07:02:33.22656=demo.fxgrid128=DEMOSUSD262=MARKETDATAID263=0264=0267=1269=0146=155=EUR/USD10=232
Here is the received ToAdmin message:
8=FIX.4.49=14935=334=249=demo.fxgrid52=20141223-07:02:36.51056=order.DEMOSUCD.12332157=DEMOSUSD115=DEMOSUSD45=258=Required tag missing371=265372=V373=110=136
If I understand correctly the pair 371=265 (RefTagID=MDUpdateType) after 258=Required tag missing indicates which tag is missing, .i.e. is missing MDUpdateType. But this is strange because this tag is optional for MarketDataRequest.
UPDATE
Here is my FIX config file:
[DEFAULT]
FileStorePath=store
FileLogPath=log
ConnectionType=initiator
ReconnectInterval=60
CheckLatency=N
[SESSION]
BeginString=FIX.4.4
TargetCompID=demo.fxgrid
SenderCompID=XXX
SenderSubID=YYY
StartTime=00:00:00
EndTime=00:00:00
HeartBtInt=30
SocketConnectPort=ZZZ
SocketConnectHost=X.X.X.X
DataDictionary=FIX44.xml
ResetOnLogon=Y
ResetOnLogout=Y
ResetOnDisconnect=Y
Username=AAA
Password=BBB