The FIX client uses this message to request instruments for which it is authorized to view market data. The CQG gateway maintains market data enablements per trader, and the standard header tag SenderCompID (49) identifies the trader for this FIX session.
The message supports client-side caching of results, as market data enablements don’t change frequently. If the client request specifies a timestamp, full results (i.e. complete set of current enablements) are returned only if they are more recent than the timestamp.
Possible response messages: Allowed Market Data Report (UZY) or Business Message Reject (j).
|
Tag |
Name |
Format |
Req |
Comments |
|
|
Standard Header |
|
Y |
MsgType = UZZ |
|
20034 |
RequestID |
String(64) |
Y |
Unique ID for this request as assigned by the FIX client. |
|
20035 |
RevisionTag |
String(64) |
N |
If client has cached enablements from a previous Allowed Market Data Report, that report may include this value. This tells the CQG gateway to return the full instrument list in this Allowed Market Data Report only if the cached data is stale. |
|
|
Standard Trailer |
|
Y |
|
Example: Market Data Enablements Request
8=FIX.4.2 | 9=104 | 35=UZZ | 49=CQG_Gateway | 56=fix_client | 34=2 | 52=20110819-09:57:58.274 | 20034=Request113 | 20035=20110722-13:48:07 | 10=058 |