developers:fixapi:marketdatarequestreject

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developers:fixapi:marketdatarequestreject [2025/09/12 01:23] – ↷ Page moved and renamed from developers:fixapi.marketdatarequestreject to developers:fixapi:marketdatarequestreject chaddevelopers:fixapi:marketdatarequestreject [2025/09/17 01:23] (current) – chad
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-===== MarketData Request Reject =====+====== MARKET DATA REQUEST REJECT [35=Y] ======
  
 +The Market Data Request Reject message indicates the T4 FIX API cannot honor a market data subscription request.
  
-==== Rejecting Market Data Requests ==== +===== Rejection Reasons (MDReqRejReason 281) ===== 
-The **Market Data Request Reject** (Tag `35=Y`) is generated when the T4 FIX API cannot honor a Market Data Request.   +^ Code ^ Reason ^ Description ^ 
-The rejection reason may stem from: +| 0 | Unknown Symbol | Market does not exist | 
-  * Market or exchange not available +| 1 | Duplicate MDReqID | Request ID already in use | 
-  * Lack of user permission +| 3 | Insufficient Permissions | No access to market | 
-  * Undefined markets +| 4 | Unsupported Subscription Type | Invalid subscription type | 
-  * Other reasons+| 5 | Unsupported Market Depth | Invalid depth level | 
 +| 6 | Unsupported MD Update Type | Invalid throughput level | 
 +| 8 | Unsupported MD Entry Type | Invalid entry type | 
 +| 9 | Maximum Limit Exceeded | Too many subscriptions | 
 +| 10 | Chart Data Not Enabled | No chart data access | 
 +| 11 | Trial Expired | Trial period ended |
  
-The rejection is paired against a previous Market Data Request with the mandatory **MDReqID** (Tag `262`).+===== Message Specification =====
  
-----+**Message Direction:** T4 → Client
  
-=== Message Dictionary === +^ Tag ^ Field Name ^ Type ^ Req'd ^ Description ^ 
-^ Tag  ^ Field Name           ^ Req'd ^ Comments                                                                                              ^ +| | **Message Header** | | Y | MsgType = Y | 
-| **Standard Header** | Y     | MsgType = Y                                                                                                  | +| 262 | MDReqID | String | Y | Original request ID | 
-| 262  | MDReqID              | Y     | For a single market request, it carries the MDReqID of the rejected Market Data Request. MultiMarket requests carry asterisks. | +| 281 | MDReqRejReason | Int | O | Rejection code (see table) | 
-| 281  | MDReqRejReason       | N     | Reason for the rejection of a Market Data Request. Possible values:                                  | +| 48 | SecurityID | String | O | T4 Market ID | 
-|      |                      |       | `0` = Unknown Symbol                                                                                | +| 58 | Text | String | O | Detailed rejection reason | 
-|      |                      |       | `1` = Duplicate MD Request ID                                                                       | +| | **Message Trailer** | | Y | |
-|      |                      |       | `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                                                                        | +
-|      |                      |       | `10` = Chart Data not Enabled                                                                       | +
-|      |                      |       | `11` = Trial period has expired                                                                     | +
-| 48   | SecurityID           | N     | T4 Market Identifier.                                                                                | +
-| 58   | Text                 | N     | Free format text string further describing the reason for the rejection.                             | +
-| **Standard Trailer** | Y   |                                                                                                              |+
  
-==== Sample Messages ====+===== Sample Messages =====
  
- +**Unknown Symbol Rejection:**
-Subscription attempt to a market that does not exist+
 <code> <code>
->> 10/11/2012 10:33:37 AM   [FIXMARKETDATAREQUEST] 34=11|49=T4Example|56=T4|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| +8=FIX.4.2|9=150|35=Y|49=T4|56=T4Example|50=T4FIX|52=20121011-15:33:37.965| 
-[FIXMARKETDATAREQUEST] +262=md-10/11/2012 10:33:37 AM|48=CME_20211200_ESZ2|281=0| 
-[MsgSeqNum] 34 = 11 +58=Market is not available|10=234|
-[SenderCompID] 49 = T4Example +
-[TargetCompID] 56 = T4 +
-[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+
 </code> </code>
-Rejection of Market Data Request+ 
 +**Insufficient Permissions:**
 <code> <code>
-<< 10/11/2012 10:33:37 AM  [fixmarketdatareject] 34=76|49=T4|56=T4Example|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| +8=FIX.4.2|9=140|35=Y|49=T4|56=T4Example|50=T4FIX|52=20121011-15:33:38.100| 
-[FIXMARKETDATAREJECT] +262=md-10/11/2012 10:33:38 AM|48=CME_20121200_ESZ2|281=3| 
-[MsgSeqNum] 34 = 76 +58=User lacks exchange permission|10=234|
-[SenderCompID] 49 = T4 +
-[TargetCompID] 56 = T4Example +
-[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+
 </code> </code>
  
-[[developers:legacy_fix_api|T4 FIX API Home]] +===== Notes ===== 
 +  * MDReqID matches original request 
 +  * Multi-market requests may show asterisks in MDReqID 
 +  * Text field provides human-readable details
  • developers/fixapi/marketdatarequestreject.txt
  • Last modified: 2025/09/17 01:23
  • by chad