Level 2 data being requested (and rejected), but we don't know why.

tony.mudd
tony.mudd Explorer
in RFA

Last week, we determined that we shouldn't be using any Level 2 data, so asked for it to be removed from our connections (to save cost). However, we started receiving errors like:

2019/10/11 11:17:13.718 WARN* Stream closed, symbol:AV.L
***** INFO ****** 2019/10/11 11:17:13.718 INFO: <- Received MMT_MARKET_PRICE Status AV.L streamState : Closed dataState : Suspect statusCode : NotAuthorized statusText : Access Denied: User req to IDN for Exch e.g. - LSE2D

To enable our applications to work again, we had to request that the permissions were restored to allow Level 2 data.

It is part of the RIC being requested that assumes we want Level 2 data, or something else?

The ReqMsg.MsgModelType is set to MMT_MARKET_PRICE (and not MMT_MARKET_BY_ORDER or MMT_MARKET_BY_PRICE)

I ran tests with the FIDs requested being both "DSPLY_NAME BID ASK TRDPRC_1 SETTLE SETTLEDATE SETTLE_TIM PRC_QL_CD RDN_EXCHD2" and "DSPLY_NAME BID ASK" to confirm the requirement for Level 2 wasn't being introduced by a requested FID.

We would like to remove the requirement for the Level 2 data since our application no longer uses it (it did some years ago).

Thanks, Tony.

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Best Answer

  • Gurpreet
    Gurpreet admin
    Answer ✓

    @tony.mudd The API will not request Level 2 data on its own, unless you explicitly ask for it. If all you are using is MMT_MARKET_PRICE domain, then there is no level 2 data request being sent.

    I can not tell you, why you get Access Denied when accessing AV.L. Only your account manager can.

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