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MarketDataRequestReject (35=Y)

The Market Data Request Reject is used when the broker cannot honor the Market Data Request (35=V), due to business or technical reasons. Brokers may choose to limit various parameters, such as the size of requests, whether just the top of book or the entire book may be displayed, and whether Full or Incremental updates must be used.
Rejection received
Schema
    StandardHeader objectrequired
    The header identifies the message type, length, destination, sequence number, origination point and time. Every FIX message begins with a Standard Header.
    BeginString Tag 8 (string)required

    Must be "FIX.4.4"

    BodyLength Tag 9 (integer)required

    Length of the message body in bytes

    MsgType Tag 35 (string)required

    Message Type

    MsgSeqNum Tag 34 (integer)required

    Integer message sequence number

    PossDupFlag Tag 43 (boolean)

    Indicates possible retransmission of message with this sequence number. If a message with this sequence number has been previously received, ignore message; if not, process normally.

    SenderCompID Tag 49 (string)required

    See FIX Endpoints for details

    TargetCompID Tag 56 (string)required

    See FIX Endpoints for details

    SendingTime Tag 52 (date-time)required

    Time when the message is being sent out from FIX Gateway

    PossResend Tag 97 (boolean)

    Indicates that message may contain information sent under another sequence number. Forward message to application and determine if previously received (i.e. verify order id and parameters).

    MDReqID Tag 262 (string)required

    Must refer to the MDReqID (262) of the request.

    MDReqRejReason Tag 281 (string)

    Reject reason

    NoAltMDSource Tag 816 (integer)

    Possible values: >= 1

    Number of market data source

    AltMDSourceGrp object
    AltMDSourceID Tag 817 (string)

    Session layer source for market data (For the standard FIX session layer, this would be the TargetCompID (56) where market data can be obtained).

    Text Tag 58 (string)
    EncodedTextLen Tag 354 (integer)

    Must be set if EncodedText (355) field is specified and must immediately precede it.

    EncodedText Tag 355 (string)

    Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field.

    StandardTrailer objectrequired
    Each FIX message is terminated by a Standard Trailer as a message delimiter as well as containing the checksum value.
    CheckSum Tag 10 (string)required

    Three bytes, simple checksum. Always last field in message