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Two frame types tell you when something about a subscription changes or a request fails: status for subscription state transitions, and error for rejected requests and failed subscriptions.

status

state is one of: reason is an optional machine-readable hint. When one market-level event affects several subscriptions on your connection, you get one status frame per affected subscriptionId.

error

The addressing fields tell you what the error is about:
  • Active-subscription error — carries subscriptionId.
  • Subscription-creation error — carries market + channel (the subscription was never created, so there’s no id).
  • Connection-level error — neither; just code, message, and the requestId you sent.

Error codes

Error codes are SCREAMING_SNAKE_CASE (distinct from the lowercase status state values above).