MarketDepth <264> field – FIX 5.0 SP2 – FIX Dictionary

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FIX 5.0 SP2 : MarketDepth <264> field
Type: int

Depth of market for Book Snapshot / Incremental updates

Valid values:

0 = full book depth

1 = top of book

2 and above = book depth (number of levels)

FIX 5.0 SP2 : MarketDepth <264> field