Trade error codes

These are the code values carried on RFS quote and order responses over the WebSocket. They do not apply to the REST API, which reports failures as a resultCode on its own scale.

A code beginning RFS comes from the quoting and execution service, and one beginning PRE from the pre-deal checks that run before an order is accepted — limits, permissions and instrument availability.

Error frame

Sent as messageType: "error". It is the frame a code arrives in when the request has no response of its own to carry it.

It is almost entirely an order frame. Six of the eight paths that produce one only fire on an order request, and the price channel does not use it at all — a refused subscribe answers SubscribeResponse with success: false, and a refused unsubscribe answers nothing. See the price channel.

You will receive one when:

• a messageType the gateway does not handle is sent — message is Unsupported message type and code is RFS500001
• an order fails validation, carrying the validator's own code
• an order is refused for per-session capacity, or throttled by the rate limit
• an order carries a clientRequestId or sessionId that is too long or holds a control character
• handling threw anywhere the gateway has no more specific answer
• the connection fails to authenticate. This one carries message and nothing else, and the socket closes immediately after it

Correlation is best-effort, so match on what is present rather than expecting it. Which of clientRequestId, quoteId and transactionId are filled in depends on the path, and the generic handling failure fills in none of them. code itself is empty on the authentication frame, which is the one case where a code cannot be looked up below.

Codes

The message shown is the one the platform returns.