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).