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FIXtags

FIX TAG 264

MarketDepth

intAdded FIX.4.2

Definition

Depth of market for Book Snapshot / Incremental updates

0 - full book depth

1 - top of book

2 and above - book depth (number of levels)

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Differences between the selected source snapshots, including wording and errata; not a migration guide.

FIX 5.0 SP2 FIX Latest · EP309

No differences in name, type, definition text, deprecation, or enumerated values.

No enumerated values are defined for this field in this source.

About the int data type

Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23").

Used in messages 17

Includes nested components and repeating groups. Open a location to see its surrounding requirements.