Market Data Request - Unsubscribe

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Imported from previous forum

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from client side:

  1. Am I requred to enlist all MDEntryTypes and Instruments within MarketDataRequest - Disable Snapshot Plus Updates message, or can I say that NoMDEntryTypes=0 and NoRelatedSym=0 to unsubscribe from market data feed “as a whole”?

  2. Can I unsubscribe from part of requested data feed - e.g. I ask for bid and offer, then send an unsubscribe listing only offer and later - another one listing remaining bid?

  3. Is there any way I can know server side received my MD request (before I will be getting MD*Refresh messages) or my MD unsubscribe?

Thanks for your attention,
WBR, Vlad Bespalov

3

Hi Vlad,

from client side:

  1. Am I requred to enlist all MDEntryTypes and Instruments within
    MarketDataRequest - Disable Snapshot Plus Updates message, or can I
    say that NoMDEntryTypes=0 and NoRelatedSym=0 to unsubscribe from
    market data feed “as a whole”?

Every MarketDataRequest has an unique MDReqID, which is also used for unsubscribing. TO unsubscribe a

MarketDataRequest(SubscriptionRequestType=2, MDReqID=yourId)

should be sufficient. But I did not find any indication in the protocol that the other fields can be left out in this case. Maybe specifying groups with 0 entries may help. The contents of the groups is not needed because of the MDReqID.

  1. Can I unsubscribe from part of requested data feed - e.g. I ask for
    bid and offer, then send an unsubscribe listing only offer and later
    • another one listing remaining bid?

No, you just unsubscribe the complete subscription identified by the MDReqID.

  1. Is there any way I can know server side received my MD request
    (before I will be getting MD*Refresh messages) or my MD unsubscribe?

No, the FIX protocol is optimistic: If you do not get any error, it worked. This also applies for most of the other FIX messages.

Regards, Jörg