MarketDepth <264> field – FIX 4.4 – FIX Dictionary

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FIX 4.4 : MarketDepth <264> field
Type: int

Depth of market for Book Snapshot

Valid values:

0 = Full Book

1 = Top of Book

N> = Report best N price tiers of data

FIX 4.4 : MarketDepth <264> field