FIX.Latest_EP292 Message

MarketDataRequestReject [type 'Y']

<MktDataReqRej>

The Market Data Request Reject is used when the broker cannot honor the Market Data Request, due to business or technical reasons. Brokers 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.

Pedigree Added FIX.4.2

Expand Components | Collapse Components

Component(-)

StandardHeader

Hdr

Y

MsgType = Y

Added FIX.4.2

	8	BeginString	BeginString	Y	FIXT.1.1 (Always unencrypted, must be first field in message)	Added FIX.4.0
	9	BodyLength	BodyLength	Y	(Always unencrypted, must be second field in message)	Added FIX.4.0
	35	MsgType	MsgTyp	Y	(Always unencrypted, must be third field in message)	Added FIX.4.0
	1128	ApplVerID	ApplVerID		Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.	Added EP-1
	1156	ApplExtID	ApplExtID			Added EP-1
	1129	CstmApplVerID	CstmApplVerID		Used to support bilaterally agreed custom functionality	Added EP-1
	49	SenderCompID	SID	Y	(Always unencrypted)	Added FIX.4.0
	56	TargetCompID	TID	Y	(Always unencrypted)	Added FIX.4.0
	115	OnBehalfOfCompID	OBID		Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)	Added FIX.4.0
	128	DeliverToCompID	D2ID		Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)	Added FIX.4.0
	90	SecureDataLen	SecureDataLen		Required to identify length of encrypted section of message. (Always unencrypted)	Added FIX.4.0 Updated EP195 Deprecated EP195
	91	SecureData	SecureData		Required when message body is encrypted. Always immediately follows SecureDataLen field.	Added FIX.4.0 Updated EP195 Deprecated EP195
	34	MsgSeqNum	SeqNum	Y	(Can be embedded within encrypted data section.)	Added FIX.4.0
	50	SenderSubID	SSub		(Can be embedded within encrypted data section.)	Added FIX.4.0
	142	SenderLocationID	SLoc		Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)	Added FIX.4.1
	57	TargetSubID	TSub		ADMIN reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)	Added FIX.4.0
	143	TargetLocationID	TLoc		Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)	Added FIX.4.1
	116	OnBehalfOfSubID	OBSub		Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)	Added FIX.4.0
	144	OnBehalfOfLocationID	OBLoc		Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)	Added FIX.4.1
	129	DeliverToSubID	D2Sub		Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)	Added FIX.4.0
	145	DeliverToLocationID	D2Loc		Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)	Added FIX.4.1
	43	PossDupFlag	PosDup		Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)	Added FIX.4.0
	97	PossResend	PosRsnd		Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)	Added FIX.4.0
	52	SendingTime	Snt	Y	(Can be embedded within encrypted data section.)	Added FIX.4.0
	122	OrigSendingTime	OrigSnt		Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)	Added FIX.4.0
	212	XmlDataLen	XmlDataLen		Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)	Added FIX.4.2
	213	XmlData	XmlData		Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support	Added FIX.4.2
	347	MessageEncoding	MsgEncd		Type of message encoding (non-ASCII characters) used in a message's Encoded fields. Required if any Encoding fields are used.	Added FIX.4.2
	369	LastMsgSeqNumProcessed	LastMsgSeqNumProced		The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.	Added FIX.4.2

Component(-)

HopGrp

Hop

Number of repeating groups of historical hop information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops.

Added EP-1

Repeating Group 627

NoHops

Added EP-1

	628	HopCompID	ID			Added EP-1
	629	HopSendingTime	Snt			Added EP-1
	630	HopRefID	Ref			Added EP-1

end Repeating Group

end Component

end Component

262

MDReqID

ReqID

Y

Must refer to the MDReqID of the request.

Added FIX.4.2

Component(-)

Parties

Pty

Insert here the set of Parties (firm identification) fields defined in Common Components of Application Messages.

Added EP-1 Updated EP275

Repeating Group 453

NoPartyIDs

Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

Added FIX.4.3

	448	PartyID	ID		Required if NoPartyIDs(453) > 0. Identification of the party.	Added FIX.4.3 Updated EP204
	447	PartyIDSource	Src		Required if NoPartyIDs(453) > 0. Used to identify classification source.	Added FIX.4.3 Updated EP204
	452	PartyRole	R		Required if NoPartyIDs(453) > 0. Identifies the type of PartyID(448).	Added FIX.4.3 Updated EP204
	2376	PartyRoleQualifier	Qual			Added EP179

Component(-)

PtysSubGrp

Sub

Repeating group of Party sub-identifiers.

Added FIX.4.4

Repeating Group 802

NoPartySubIDs

Added FIX.4.4

	523	PartySubID	ID			Added FIX.4.4
	803	PartySubIDType	Typ			Added FIX.4.4

end Repeating Group

end Component

end Repeating Group

end Component

281

MDReqRejReason

ReqRejResn

Added FIX.4.2

Component(-)

MDRjctGrp

Rjct

Added FIX.4.4

Repeating Group 816

NoAltMDSource

Added FIX.4.4

817

AltMDSourceID

AltMDSrcID

Alternative Market Data Source

Added FIX.4.4

end Repeating Group

end Component

	58	Text	Txt			Added FIX.4.2
	354	EncodedTextLen	EncTxtLen		Must be set if EncodedText field is specified and must immediately precede it.	Added FIX.4.2
	355	EncodedText	EncTxt		Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.	Added FIX.4.2

Component(-)

StandardTrailer

Trlr

Y

Added FIX.4.2

	93	SignatureLength	SignatureLength		Required when trailer contains signature. Note: Not to be included within SecureData field	Added FIX.4.0 Updated EP195 Deprecated EP195
	89	Signature	Signature		Note: Not to be included within SecureData field	Added FIX.4.0 Updated EP195 Deprecated EP195
	10	CheckSum	CheckSum	Y	(Always unencrypted, always last field in message)	Added FIX.4.0

end Component