Market Data Request Reject(Y) Message
Used to send the reason for rejecting a market data request
This is usually send when we can’t detect the instrument that the client tries to subscribe to or the client didn’t provide all mandatory fields.
From FIX client to QST FIX server
The Market Data Request Reject (Y) message is used by QST FIX server when it cannot fulfill a FIX client request for market data.
The checksum(tag 10) might not be correct for some examples, this is because the username was changed before we’ve added the example here.
Couldn’t identify the instrument:
8=FIX.4.2|9=139|35=Y|34=3|49=qst_qapi|52=20210823-15:06:54.915552|56=user123|58=Unknown instrument. Couldn\'t detect it. NoRelatedSym item: 2|262=CL12.0001|10=017|