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:
The rejection is paired against a previous Market Data Request with the mandatory MDReqID (Tag `262`).
| Tag | Field Name | Req'd | Comments |
|---|---|---|---|
| Standard Header | Y | MsgType = Y | |
| 262 | MDReqID | Y | For a single market request, it carries the MDReqID of the rejected Market Data Request. MultiMarket requests carry asterisks. |
| 281 | MDReqRejReason | N | Reason for the rejection of a Market Data Request. Possible values: |
| `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 | N | T4 Market Identifier. |
| 58 | Text | N | Free format text string further describing the reason for the rejection. |
| Standard Trailer | Y |
Subscription attempt to a market that does not exist
>> 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
Rejection of Market Data Request
<< 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