Market Data Request Reject
A Market Data Request Reject message will be sent in response to a Market Data Request message that cannot be honored due to business or technical reasons. XCDE chose to limit various parameters, such as whether just the top of book and the entire book may be displayed (not specific depths), or only Incremental updates must be used (not full refresh) for example.
Request parameters
| Field Name | Format | Req'd | Comments |
|---|---|---|---|
| MsgType | String | ✓ | Y = MarketDataRequestReject |
| MsgSeqNum | SeqNum | ✓ | User generated incremental number to allow receiver to identify possible message gaps |
| SendingTime | UTCTimestamp | ✓ | Time of sending this message |
| MDReqID | String | ✓ | Must refer to the MDReqID of the request. |
| MDReqRejReason | Char | ✓ | Possible reasons: 0 = Unknown symbol 1 = Duplicate MDReqID 4 = Unsupported SubscriptionRequestType 5 = Unsupported MarketDepth 6 = Unsupported MDUpdateType 8 = Unsupported MDEntryType |
| Text | String |
Example message:
1MsgType: Y
2MsgSeqNum: 7625430956
3SendingTime: 20220906-18:28:34.286
4MDReqID: gd54432-nn799
5MDReqRejReason: 0
6Text: Don't know Symbol "ABC/XYZ-ON-R" 1{
2 "Header": {
3 "MsgType": "Y",
4 "MsgSeqNum": "7625430956",
5 "SenderCompID": "SENDER",
6 "TargetCompID": "TARGET",
7 "SendingTime": "20220906-18:28:34.286"
8 },
9 "MDReqID": "gd54432-nn799",
10 "MDReqRejReason": "0",
11 "Text": "Don't know Symbol ABC/XYZ-ON-R"
12}