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Participants can unsubscribe from a piece of market data by entering a second MarketDataRequest [V] message, referencing the original MDReqID (262) reference and setting SubscriptionRequestType (263) = 2 (unsubscribe). Note that there is no explicit response to requests to unsubscribe from the Polymarket US; a successful unsubscription will simply prevent further MarketDataIncrementalRefresh [X] messages.

Figure 15: Successful market data subscription and unsubscription