Page History: MarketData Request Reject
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Page Revision: 2012/10/11 11:24
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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