The Market Data Request Reject is used when the Exchange cannot honour the Market Data Request, due to business or technical reasons. The Exchange may choose to limit various parameters, such as the size of requests, whether just the top of book or the entire book may be displayed, and whether Full or Incremental updates must be used.
The market data request reject message format is as follows.
Table 11 – Market Data Request Reject
|
FieldName |
Req’d |
Comments |
Format | |
|
StandardHeader |
Y |
MsgType = Y |
| |
|
262 |
MDReqID |
Y |
Must refer to the MDReqID of the request. |
String |
|
281 |
MDReqRejReason |
N |
Reason for the rejection of a Market Data request. |
Char |
|
58 |
Text |
N |
Free format text string |
String |
|
StandardTrailer |
Y |
|
| |