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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.

API Key Permission: Read
GET /API/swaplend/marketstructure/SecurityListRequest

Note
David Matraberci : The REST above is not correct, also, this should be in WS?

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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

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Example message:

Code Block

language	json

MsgType: Y
MsgSeqNum: 7625430956
SendingTime: 20220906-18:28:34.286
MDReqID: gd54432-nn799
MDReqRejReason: 0
Text: Don't know Symbol "ABC/XYZ-ON-R"

Code Block

language	json

{
  "Header": {
    "MsgType": "Y",
    "MsgSeqNum": "7625430956",
    "SenderCompID": "SENDER",
    "TargetCompID": "TARGET",
    "SendingTime": "20220906-18:28:34.286"
  },
  "MDReqID": "gd54432-nn799",
  "MDReqRejReason": "0",
  "Text": "Don't know Symbol ABC/XYZ-ON-R"
}

Versions Compared

Old Version 2

New Version 3

Key