[This message was posted by Joe Robertson of PEAK6 <[email protected]> to the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You can reply to it on-line at http://fixprotocol.org/discuss/read/539e2a95 - PLEASE DO NOT REPLY BY MAIL.]
I am new to fix and I would like to subscribe to CBOE Spreadbook market data. What I believe I need to do is the following: 1) Send SecurityDefinition Request for a list of product classes for MLEG security type: 321=3^167=MLEG^336=W_MAIN Response: 8=FIX.4.2^9=5212^35=d^34=253^22=8^146=100^311=POOL^309=384827594^305=8^310=MLEG^436=1^308=NASD 2) Once I receive the SecurityDefitintionResponse I fill in the MarketDataRequest using tag 309 from SecurityDefinitionResponse as tag 48, 310 as 167, and 311 as 55. MarketDataRequest consist of the following: 8=FIX.4.2^9=109^35=V^146=1^55=POOL^48=384827594^167=MLEG^336=W_MAIN^262=P6_MarketReqID_1^263=1^264=1^265=0^267=2^269=0^269=1^10=014 In return I get a "DataValidation Exception": 8=FIX.4.2^9=107^35=Y^34=280^58=DataValidationException^262=P6_MarketReqID_1^281=0^10=251 [You can unsubscribe from this discussion group by sending a message to mailto:[email protected]] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/FIX-Protocol?hl=en -~----------~----~----~----~------~----~------~--~---
