Tag | Field Name | Data Type | Description | Used in |
---|---|---|---|---|
264 | MarketDepth AbbrName: MktDepth |
int | Depth of market for Book Snapshot / Incremental updates 0 - full book depth 1 - top of book 2 and above - book depth (number of levels) |
MDIncGrp MarketDataFeedTypes MarketDataRequest MarketDataSnapshotFullRefresh SecurityStatus |