developers:fixapi.marketdatarequestreject

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developers:fixapi.marketdatarequestreject [2025/08/15 12:41] – created robdevelopers:fixapi.marketdatarequestreject [2025/08/15 12:42] (current) – rob
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 | **Standard Trailer** | Y   |                                                                                                              | | **Standard Trailer** | Y   |                                                                                                              |
  
 +==== Sample Messages ====
 +
 +
 +Subscription attempt to a market that does not exist
 +<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|
 +[FIXMARKETDATAREQUEST]
 +[MsgSeqNum] 34 = 11
 +[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>
 +Rejection of Market Data Request
 +<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|
 +[FIXMARKETDATAREJECT]
 +[MsgSeqNum] 34 = 76
 +[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>
 +
 +[[developers:legacy_fix_api|T4 FIX API Home]]
  
  • developers/fixapi.marketdatarequestreject.1755261675.txt.gz
  • Last modified: 2025/08/15 12:41
  • by rob