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Significant progress has recently been made in the use of chaotic external-cavity laser diodes as transmitters and receivers in optical chaos cryptography. Two principal configurations of the chaotic receiver have been considered: the open-loop configuration where the receiver is a stand-alone laser diode and the closed-loop configuration where the receiver is an external-cavity laser diode. The present paper reports the first experimental study where a comparison is made of the quality of chaotic message decoding using these two configurations. The outcomes of the study have significant ramifications for the deployment of practical optical chaos communication schemes.