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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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FIX 4.4 FIX 5.0 SP2

Definition text changed

FIX 4.4

Depth of market for Book Snapshot

FIX 5.0 SP2

Depth of market for Book Snapshot / Incremental updates 0 - full book depth 1 - top of book 2 and above - book depth (number of levels)

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"). Examples: 723 in field 21 would be mapped int as |21=723|. -723 in field 12 would be mapped int as |12=-723| The following data types are based on int.

Used in messages 12

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