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developers:fixapi:marketdatarequestreject [2025/09/12 01:23] – removed - external edit (Unknown date) 127.0.0.1 | developers:fixapi:marketdatarequestreject [2025/09/12 01:23] (current) – ↷ Page moved and renamed from developers:fixapi.marketdatarequestreject to developers:fixapi:marketdatarequestreject chad | ||
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+ | ===== MarketData Request Reject ===== | ||
+ | |||
+ | |||
+ | ==== Rejecting Market Data Requests ==== | ||
+ | The **Market Data Request Reject** (Tag `35=Y`) is generated when the T4 FIX API cannot honor a Market Data Request. | ||
+ | The rejection reason may stem from: | ||
+ | * Market or exchange not available | ||
+ | * Lack of user permission | ||
+ | * Undefined markets | ||
+ | * Other reasons | ||
+ | |||
+ | 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 = Y | | ||
+ | | 262 | MDReqID | ||
+ | | 281 | MDReqRejReason | ||
+ | | | | | `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 | ||
+ | | | | | `10` = Chart Data not Enabled | ||
+ | | | | | `11` = Trial period has expired | ||
+ | | 48 | SecurityID | ||
+ | | 58 | Text | N | Free format text string further describing the reason for the rejection. | ||
+ | | **Standard Trailer** | Y | ||
+ | |||
+ | ==== Sample Messages ==== | ||
+ | |||
+ | |||
+ | Subscription attempt to a market that does not exist | ||
+ | < | ||
+ | >> 10/11/2012 10:33:37 AM | ||
+ | [FIXMARKETDATAREQUEST] | ||
+ | [MsgSeqNum] 34 = 11 | ||
+ | [SenderCompID] 49 = T4Example | ||
+ | [TargetCompID] 56 = T4 | ||
+ | [SendingTime] 52 = 20121011-15: | ||
+ | [MDReqID] 262 = md-10/ | ||
+ | [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=T4|56=T4Example|50=T4FIX|52=20121011-15: | ||
+ | [FIXMARKETDATAREJECT] | ||
+ | [MsgSeqNum] 34 = 76 | ||
+ | [SenderCompID] 49 = T4 | ||
+ | [TargetCompID] 56 = T4Example | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20121011-15: | ||
+ | [MDReqID] 262 = md-10/ | ||
+ | [SecurityID] 48 = CME_20211200_ESZ2 | ||
+ | [MDReqRejReason] 281 = 0 (UNKNOWN_SYMBOL) | ||
+ | [Text] 58 = Market is not available | ||
+ | </ | ||
+ | |||
+ | [[developers: | ||