From FIXwiki
Jump to: navigation, search

FIX Message MarketDataRequestReject (MsgType=Y)

MsgType FIX Specification First introduced
MsgType=Y PreTrade messages - MarketData FIX.4.2

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.

Message Contents By FIX Version


Please post comments, clarifications, examples here. Click on the edit button on the right and away you go! 
Don't forget to refer to the FPL Discussion Groups to back up anything you write. You will often find the authoritative statements on matters of FIX specification interpretation there. Links from FIXwiki pages to relevant discussions on the FPL site are very valuable.
For example if you were writing a clarification on how to specify the "quantity" of an order in FIX, you might add the following relevant link,, to back up your points.