entry must be roll rate entry type?

Question

while sending marketDataRequest, fix Server responded me with error message.

entry must be roll rate entry type

I do not understand why i'm getting s error. Here is my code.

MarketDataRequest mkrReq = new MarketDataRequest(new MDReqID(
                "Mkar-12345"), new SubscriptionRequestType(
                SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES),
                new MarketDepth(0));

        NoMDEntryTypes group1 = new NoMDEntryTypes();
        group1.set(new MDEntryType(MDEntryType.BID));
        mkrReq.addGroup(group1);
        group1.set(new MDEntryType(MDEntryType.OFFER));
        mkrReq.addGroup(group1);
        MarketDataRequest.NoRelatedSym symGroup = new MarketDataRequest.NoRelatedSym();
        symGroup.set(new Symbol("EUR/USD"));

        mkrReq.addGroup(group1);
        mkrReq.addGroup(symGroup);

score 2 · Accepted Answer · answered Jul 25 '14 at 14:19

This looks like a counterparty-specific error, not a FIX or QuickFIX one. Only someone familiar with your counterparty can answer this question.

Simply put, you are sending a message that is technically and syntactically correct, but is not what your counterparty wants to see. Obviously, they want those MDEntries to be of a specific type and format, and your message doesn't conform.

You will have to check your counterparty's documentation to determine exactly what that means (or ask them directly).

entry must be roll rate entry type?

1 Answers1