The problem is solved with the client directly by email.

But we would like to post here the answer for anyone who faces a similar problem when creating an order through the Mercury API.

We asked client to use the request template from Mercury API guides (look on the forum).

Here is an example of a valid request (confidential data is deleted) :

Request:

<soapenv:Envelope xmlns:soapenv="http://schemas.xmlsoap.org/soap/envelope/" xmlns:mer="http://mercury.thomsonreuters.com" xmlns:arr="http://schemas.microsoft.com/2003/10/Serialization/Arrays">
<soapenv:Header>
<mer:Credentials>
<mer:SystemID>LOGIN_ID</mer:SystemID>
<mer:Pass>PASSWORD</mer:Pass>
<mer:OnePassAuthorization>false</mer:OnePassAuthorization>
</mer:Credentials>
</soapenv:Header>
<soapenv:Body>
<mer:RequestCase>
<!--Optional:-->
<mer:CaseSubmission>
<mer:ActionType>CreateCase</mer:ActionType>
<!--Optional:-->
<mer:CaseDetailObjects>
<!--Zero or more repetitions:-->
<mer:CaseDetail>
<mer:SystemOrderID>YOUR_SYSTEM_ID</mer:SystemOrderID>
<mer:ClientID>YOUR_CLIENT_ID</mer:ClientID>
<mer:ReportID></mer:ReportID>
<mer:SubReportID></mer:SubReportID>
<mer:IsExpress></mer:IsExpress>
<mer:SubjectDetailObjects>
<mer:SubjectDetail>
<mer:ClientSubjectID></mer:ClientSubjectID>
<mer:SubjectID></mer:SubjectID>
<mer:SubName></mer:SubName>
<mer:SubType></mer:SubType>
<mer:SubCountryCode></mer:SubCountryCode>
<mer:SubPosition></mer:SubPosition>
<mer:SubDetails></mer:SubDetails>
<mer:PrimarySubject></mer:PrimarySubject>
<mer:SubjectFlag></mer:SubjectFlag>
</mer:SubjectDetail>
</mer:SubjectDetailObjects>
</mer:CaseDetail>
</mer:CaseDetailObjects>
</mer:CaseSubmission>
</mer:RequestCase>
</soapenv:Body>
</soapenv:Envelope>

P.S. It would be great if the developers provided us with the body of the request (and not just the server response). This would shorten the investigation time, since all of this is due to incorrectly generated requests.