Send an error instead on malformed data

I am wondering if I am able to dequeue an incoming message and verify the data, before i insert it into a table, then send an error message back if the data is not valid.
Right now my B2B just sends an acknowledgment back, but doesn't insert the data as it is incorrect.
Should I try validating at the callout level, or the dequeue level?

Hi Chris,
Please enable document validation. This can be done at the document definition section of Business action.
Regards,
Dheeraj

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