Used to send the reason for rejecting a market data request
From a third-party FIX acceptor to the TT FIX Price Gateway
|Tag #||Field Name||Req’d||Data type||Comments|
|Component: Standard Header||Y||35=Y (MsgType)|
Unique ID matching the incoming request ID, sent in Tag 262 (MDReqID) in the Market Data Request (V) request
Reason for the rejection
|Component: Standard Trailer||Y|
The Market Data Request Reject (Y) message is used by the third-party FIX acceptor when it cannot fulfill a request for market data.