Used to send the reason for rejecting a market data request
From TT FIX to FIX client
|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) message. TT FIX returns this ID in all responses corresponding to the Market Data Request (V) request.
Reason for the rejection
TT security ID that uniquely identifies the instrument in the TT platform (equivalent to 22=96 (TT Security ID)).
|Component: <Standard Trailer>||Y|
The Market Data Request Reject (Y) message is used by TT FIX when it cannot fulfill a FIX client request for market data.