MarketDepth <264> field – FIX 5.0 – FIX Dictionary

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FIX 5.0 : 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 : MarketDepth <264> field