Market Data Request Reject (Y) Message

FIX protocol version

The tag indicates the beginning of a new message.

This tag must be the first tag in the message.

You must set the value to FIX.4.2 or FIX.4.4.

Message length (in characters)

The value represents number of characters in the message following
this tag up to, and including, the delimiter immediately preceding Tag
10 (CheckSum). This tag must be the second field in a message.

Type of message contained in the message body

This tag must appear third in the list of header tags.

Possible values:

• 0: Heartbeat
• 1: Test Request
• 2: Resend Request
• 3: Reject
• 4: Sequence Reset
• 5: Logout
• 8: Execution Report
• 9: Order Cancel Reject
• A: Logon
• B: News
• c: Security Definition Request
• D: Order Single
• d: Security Definition
• e: Security Status Request
• f: Security Status
• F: Order Cancel Request
• G: Order Cancel Replace Request
• H: Order Status Request
• Q: Don’t Know Trade (Inbound Drop Copy only)
• R: Quote Request
• V: Market Data Request
• W: Market Data Snapshot Full Refresh
• X: Market Data Incremental Refresh
• Y: Market Data Request Reject
• AD: Trade Capture Report Request
• AE: Trade Capture Report
• AQ: Trade Capture Report Request Ack

ID of the FIX session

The value will be the same value the FIX client sends in tag 56 (TargetCompID) in its requests to TT FIX.

FIX client ID, corresponding to the SenderCompID specified for the user in TT User Setup

The value is the same as sent in tag 49 (SenderCompID) in FIX client requests.

Unique ID for the message sender

For CME, the value corresponds to the Operator ID.

Specific message originator’s location (i.e. geographic location and/or
desk, trader)

Unique Trader ID (can also be provided in Tag 50 (SenderSubID))

The value maps to the Alias field configured for a user in Setup.

Value of Tag 116 (OnBehalfOfSubID) in the FIX client request.

Message sequence number

Whether the sequence number for this message is already used

Whether the message might contain information that has been sent under another sequence number

Original time of message transmission, when transmitting orders as the result of a resend request

Always expressed in UTC.

Time, in UTC, the message was sent.

Unencrypted three-character checksum

This tag must always be the last field in a message (i.e. it serves, with the trailing <SOH>, as the end-of-message delimiter).