Imported from previous forum
Hello all,
First of all, I wish everyone a very happy 2012. I hope we will all have interesting projects to work on the coming year, and that we will see even more interest for the FIX protocol.
Secondly, I have a Question on MarketData flow:
If I send a MarketDataRequest with 20 currency pairs to the Exchange, and one of them being unsupported (123/LOL), I wonder what behavior I should expect…
- I should receive data for the currency pairs which are supported on the platform, and the 123/LOL request is ‘ignored’, or
- I should receive a MarketDataRequestReject for the ‘123/LOL’ currency pair, and data for the other supported currency pairs, or
- I should receive a MarketDataRequestReject, and no data at all.
FIX 4.2 is used in this scenario.
Anybody?
Regards,
Christiaan de Vries
Hoping somebody would be able to advise me on this subject…
Hello all,
First of all, I wish everyone a very happy 2012. I hope we will all have interesting projects to work on the coming year, and that we will see even more interest for the FIX protocol.
Secondly, I have a Question on MarketData flow:
If I send a MarketDataRequest with 20 currency pairs to the Exchange, and one of them being unsupported (123/LOL), I wonder what behavior I should expect…
- I should receive data for the currency pairs which are supported on the platform, and the 123/LOL request is ‘ignored’, or
- I should receive a MarketDataRequestReject for the ‘123/LOL’ currency pair, and data for the other supported currency pairs, or
- I should receive a MarketDataRequestReject, and no data at all.
FIX 4.2 is used in this scenario.
Anybody?
Regards,
Christiaan de Vries
Baxter-FX.com
From specifications:
“While this document specifies many parameters and modes in a request, the recipient of the request is not required to support all of them. A Market Data Request Reject (Y) may be sent in response to a request indicating that it cannot be honored.”
So I would say, you should expect your third case (global reject with 281=0). Your second case is not possible. However it’s possible that some providers choose your first case. Try to validate it with your counterpart.
Hoping somebody would be able to advise me on this subject…
Hello all,
First of all, I wish everyone a very happy 2012. I hope we will all have interesting projects to work on the coming year, and that we will see even more interest for the FIX protocol.
Secondly, I have a Question on MarketData flow:
If I send a MarketDataRequest with 20 currency pairs to the Exchange, and one of them being unsupported (123/LOL), I wonder what behavior I should expect…
- I should receive data for the currency pairs which are supported on the platform, and the 123/LOL request is ‘ignored’, or
- I should receive a MarketDataRequestReject for the ‘123/LOL’ currency pair, and data for the other supported currency pairs, or
- I should receive a MarketDataRequestReject, and no data at all.
FIX 4.2 is used in this scenario.
Anybody?
Regards,
Christiaan de Vries
Baxter-FX.com