Imported from previous forum
The MarketData messages in FIX do not provide a way to positively acknowledge an unsubscribe. You Subscribe for market data using 35=V with SubscriptionRequestType(tag 263)=1. You unsubscribe by sending a 35=V with 263=2. There is a NAK - the MarketDataRequestReject(35=Y).
With no positive acknowledgement to an unsubscribe - QA and operations have no real way to know if a subscription is successful. How long does one wait for a MarketDataRequestReject(35=Y) before you consider the request successful?
One approach, while a bit disruptive to potential existing implementations, would be to simply echo back to the use a 35=V with 263=2 if the unsubscribe is successful. Any opinions on following this approach?
I guess its either that or repurposing the 35=Y to be a general purpose ack/nack/status update message.
The MarketData messages in FIX do not provide a way to positively acknowledge an unsubscribe. You Subscribe for market data using 35=V with SubscriptionRequestType(tag 263)=1. You unsubscribe by sending a 35=V with 263=2. There is a NAK - the MarketDataRequestReject(35=Y).
With no positive acknowledgement to an unsubscribe - QA and operations have no real way to know if a subscription is successful. How long does one wait for a MarketDataRequestReject(35=Y) before you consider the request successful?
One approach, while a bit disruptive to potential existing implementations, would be to simply echo back to the use a 35=V with 263=2 if the unsubscribe is successful. Any opinions on following this approach?