Market Data Request Reject(Y) Message
Purpose
Used to send the reason for rejecting a market data request
Note
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.
Message Direction
From FIX client to QST FIX server
Supported tags
Note
Each Market Data Request Reject message should start with Standard Header component(with the tag 35 (MsgType) = Y) and end with the Standard Trailer.
MDReqID - 262
Tag number |
Field Name |
Required |
Data type |
|---|---|---|---|
262 |
MDReqID |
Y |
String |
Comments
Unique ID matching the incoming request ID, sent in Tag 262 (MDReqID) in the Market Data Request (V) message. QST FIX server returns this ID in all responses corresponding to the Market Data Request (V) request.
Text - 58
Tag number |
Field Name |
Required |
Data type |
|---|---|---|---|
58 |
Text |
Y |
String |
Comments
Reason for the rejection
SecurityID - 48
Tag number |
Field Name |
Required |
Data type |
|---|---|---|---|
48 |
SecurityID |
Y |
String |
Comments
QST internal instrument ID that uniquely identifies the instrument in the QST platform (equivalent to 22 = 96 (QST internal instrument id)).
Message Notes
The Market Data Request Reject (Y) message is used by QST FIX server when it cannot fulfill a FIX client request for market data.
Examples
Note
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|