jQuery UI autocomplete- no results message

Modify the function like this to check for length of data.

success: function (data) {
    if(!data.length){
        var result = [
            {
                label: 'No matches found', 
                value: response.term
            }
        ];
        response(result);
    }
    else{
        // normal response
        response($.map(data, function (item) {
            return {
                label: item.CompanyName + " (" + item.SymbolName + ")",
                value: item.CompanyName
            }
        }));
    }
}

if (!ui.content.length) {
    var noResult = { value:"",label:"No results found" };
    ui.content.push(noResult);
    //$("#message").text("No results found");
} 

Fiddle

http://jsfiddle.net/J5rVP/129/

Update

Put the code at the end of your auto-complete setup just after select: function (event, ui) {..}

    ..........
    minLength: that.options.minLength,
    select: function (event, ui) {
        reRenderGrid();
    },   //HERE - make sure to add the comma after your select
    response: function(event, ui) {
        if (!ui.content.length) {
            var noResult = { value:"",label:"No results found" };
            ui.content.push(noResult);
        }
    }
});