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changes.mady.by.user Franck MIKULECZ

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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

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

Live Search

Example message:

Code Block
languagejson
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
languagejson
{
  "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"
}