Market Data Reject with Invalid Symbol

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Imported from previous forum

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I am developing a client application for FIX trading gateway 4.2. I make a request to the Market Data from the gateway but the gateway returns a Market Data Rejection message with 281=0 (indicating an Invalid Symbol) please help me out.

I am using the Demo APIs for the gateway.

My development tool is VC++

My Request Message is = 8=FIX.4.29=14335=V34=11149=LSE56=PATS52=20050103-10:03:26146=155=FESA167=FUT200=200112207=EUREX262=MDM01263=1264=0265=0267=3269=0269=1269=210=055

The Response that I get from the Gateway =
8=FIX.4.29=6435=Y34=20649=PATS52=20050103-10:03:2656=LSE262=MDM01281=010=201

Usman Qadri

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I am developing a client application for FIX trading gateway 4.2. I make
a request to the Market Data from the gateway but the gateway returns a
Market Data Rejection message with 281=0 (indicating an Invalid Symbol)
I am using the Demo APIs for the gateway.

From the FIX message below (49=LSE) I guess you are connecting to the London Stock Exchange (LSE) FIX API?

My Request Message is = 8=FIX.4.29=14335=V34=11149=LSE56=PATS52=20050103-
10:03:26146=155=FESA167=FUT200=200112207=EUREX262=MDM01263=1264-
=0265=0267=3269=0269=1269=210=055

The Response that I get from the Gateway = 8=FIX.4.29=6435=Y34=20649=PATS52=20050103-
10:03:2656=LSE262=MDM01281=010=201
Invalid symbol means that the symbol specified in the instrument repeating group

146=1|55=FESA|167=FUT|200=200112|207=EUREX

is not correct/known at the exchange.

I am not sure about 207=EUREX, for FIX 4.2 this should be a Reuters Exchange Mnemonics or one of the listed numeric values at

http://fixprotocol.org/specifications/exchanges.shtml

but this depends on LSE, of course. The other values look correct, but I do not know whether FESA is a defined symbol at the LSE.

Did you check whether the Demo APIs supports these symbols? It is most probably not a programming error.

Happy new year and cheers,

Jörg

4

I am developing a client application for FIX trading gateway 4.2. I
make a request to the Market Data from the gateway but the gateway
returns a Market Data Rejection message with 281=0 (indicating an
Invalid Symbol) I am using the Demo APIs for the gateway.

From the FIX message below (49=LSE) I guess you are connecting to the
London Stock Exchange (LSE) FIX API?

My Request Message is = 8=FIX.4.29=14335=V34=11149=LSE56=PATS52=20050103-
10:03:146=155=FESA167=FUT200=200112207=EUREX262=MDM01263=1264-
=265=0267=3269=0269=1269=210=055

The Response that I get from the Gateway = 8=FIX.4.29=6435=Y34=20649=PATS52=20050103-
10:03:2656=LSE262=MDM01281=010=201
Invalid symbol means that the symbol specified in the instrument
repeating group

146=1|55=FESA|167=FUT|200=200112|207=EUREX

is not correct/known at the exchange.

I am not sure about 207=EUREX, for FIX 4.2 this should be a Reuters
Exchange Mnemonics or one of the listed numeric values at

http://fixprotocol.org/specifications/exchanges.shtml

but this depends on LSE, of course. The other values look correct, but I
do not know whether FESA is a defined symbol at the LSE.

Did you check whether the Demo APIs supports these symbols? It is most
probably not a programming error.

Happy new year and cheers,

Jörg

Thanks for your prompt Reply

I have checked the sample data files that were installed with the Gateway and they did not contain the symbol FESA for Exchange EUREX but they contain DAX which I have tried but it still gives the same rejection reply.

I an considering that testdate.csv contains the symbols that gateway loads. Please confirm that the file is correct.

The Exchange name that you pointed out is the username that I am using which is the part of the message header the PatSystems exchange is contained in 207 tag which I am specifying as EUREX.

Can you suggest a solution or an alternate data file that I can use to test my gateway client.

Waiting for your reply.

Usman Qadri

5

From the FIX message below (49=LSE) I guess you are connecting to the
London Stock Exchange (LSE) FIX API?

I checked your e-mail address and LSE probably means Lahore Stock Exchange.

I have checked the sample data files that were installed with the
Gateway and they did not contain the symbol FESA for Exchange EUREX
but
they contain DAX which I have tried but it still gives the same
rejection reply.

I an considering that testdate.csv contains the symbols that gateway
loads. Please confirm that the file is correct.

The Exchange name that you pointed out is the username that I am using
which is the part of the message header the PatSystems exchange is
contained in 207 tag which I am specifying as EUREX.

Can you suggest a solution or an alternate data file that I can use to
test my gateway client.

No, since I have no experience with the Lahore Stock Exchange, I cannot suggest any solutions to your case. Actually, it is very specific to the exchange and not very much related to the FIX protocol in general. Maybe somebody in this general FIX forum knows LSE and will help you further.

Cheers, Jörg

6

[ original email was from Jeremy Sutton - jezza.sutton@patsystems.com ]
You are connecting to our FIX front end to the Patsystems trading platform. The tag 207 in this case we negotiate to be the Patsystems name of the exchange (although we can map this any way you want, we mostly do not).

If you have registered for our FIX interface you will have received a logon to our developer’s zone at www.patsystems.com where you can carry out these sorts of specific discussions. Your queries are not so much about FIX protocol itself but about our implementation of it - which comes under the usual negotiation between FIX counterparties.

As a registered user, you would be entitled to connect to our test servers which will provide you a more realistic environment to develop against. I recommend you persue that option.