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).
@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.
Hello @tony.mudd, This developers community can only answer technical questions related to API's. It is best to take this issue with your account manager, who can help fix the entitlement issues on your account, or otherwise advise you of other product offerings.