Page History: MarketData Request Reject
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Page Revision: 2012/10/11 11:25
Rejecting Market Data RequestsThe Market Data Request Reject is generated when the T4 FIX API cannot honor a Market Data Reques due to technical reasons. The rejection reason may stem from market ot exchange not available, lack of user permission, undefined markets. etc. The rejection is paired against a previous Market Data Request with the mandatory MDReqID (Tag 262).
Message Dictionary| Tag | Field Name | Req'd | Comments |
|---|
| Standard Header | Y | MsgType = V |
| 262 | MDReqID | Y | Must refer to the MDReqID of the request. |
| 281 | MDReqRejReason | N | Reason for the rejection of a Market Data request. |
| | | 0 = Unknown Symbol |
| | | 1 = Duplicate MD Request ID |
| | | 3 = Insufficient Permissions |
| | | 4 = Unsupported Subscription Request Type |
| | | 5 = Unsupported Market Depth |
| | | 6 = Unsupported MD Update Type |
| | | 8 = Unsupported MD Entry Type |
| | | 9 = Maximum Limit Exceeded |
| 207 | SecurityExchnage | N | Exchange Identifier |
| 55 | Symbol | N | Contract Identifier |
| 48 | Security Identifier | N | Market Identifier |
| 58 | Text | N | Free format text string further describing the reason behind the rejection. |
| | Standard Trailer | Y |
Sample Message
Attempt Subscription to a market that does not exist
>> 10/11/2012 10:33:37 AM [FIXMARKETDATAREQUEST] 34=11|49=T4Test|56=test|52=20121011-15:33:37.934|262=md-10/11/2012 10:33:37 AM|263=1|264=10|265=5|1070=1|267=11|269=0|269=1|269=2|269=3|269=4|269=6|269=7|269=8|269=K|269=L|269=B|146=1|55=ES|48=CME_20211200_ESZ2|167=FUT|207=CME_Eq|
[FIXMARKETDATAREQUEST]
[MsgSeqNum] 34 = 11
[SenderCompID] 49 = T4Test
[TargetCompID] 56 = test
[SendingTime] 52 = 20121011-15:33:37.934
[MDReqID] 262 = md-10/11/2012 10:33:37 AM
[SubscriptionRequestType] 263 = 1 (SNAPSHOT_PLUS_UPDATES)
[MarketDepth] 264 = 10
[MDUpdateType] 265 = 5 (SMART)
[MDQuoteType] 1070 = 1 (TICKS)
[NoMDEntryTypes] 267 = 11
[MDEntryType] 269 = 0 (BID)
[MDEntryType] 269 = 1 (OFFER)
[MDEntryType] 269 = 2 (IMPLIED_BID)
[MDEntryType] 269 = 3 (IMPLIED_OFFER)
[MDEntryType] 269 = 4 (TRADE)
[MDEntryType] 269 = 6 (SETTLEMENT_PRICE)
[MDEntryType] 269 = 7 (TRADING_SESSION_HIGH_PRICE)
[MDEntryType] 269 = 8 (TRADING_SESSION_LOW_PRICE)
[MDEntryType] 269 = K (LIMIT_HIGH_PRICE)
[MDEntryType] 269 = L (LIMIT_LOW_PRICE)
[MDEntryType] 269 = B (TRADE_VOLUME)
[NoRelatedSym] 146 = 1
[Symbol] 55 = ES
[SecurityID] 48 = CME_20211200_ESZ2
[SecurityType] 167 = FUT (FUTURE)
[SecurityExchange] 207 = CME_Eq
Rejection of Market Data Request
<< 10/11/2012 10:33:37 AM [fixmarketdatareject] 34=76|49=test|56=T4Test|50=T4FIX|52=20121011-15:33:37.965|262=md-10/11/2012 10:33:37 AM|48=CME_20211200_ESZ2|281=0|58=Market is not available|
[FIXMARKETDATAREJECT]
[MsgSeqNum] 34 = 76
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20121011-15:33:37.965
[MDReqID] 262 = md-10/11/2012 10:33:37 AM
[SecurityID] 48 = CME_20211200_ESZ2
[MDReqRejReason] 281 = 0 (UNKNOWN_SYMBOL)
[Text] 58 = Market is not available
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