ZagTrader

FIX 4.4 Tag 264: MarketDepth

Depth of the order book requested: 0 for the full book, 1 for top of book, or N for the best N price levels.

Tag number
264
Data type
INT
FIX version
FIX 4.4
Used in
1 message type

Data type

INT: A whole number without a decimal point. It may be negative.

FIX 4.4 message types that use tag 264

MsgTypeMessageUse in the message
VMarket Data RequestRequired

Also in other versions

Tag 264 across all FIX versions

Decode a message with this tag

Field and message data comes from the QuickFIX data dictionaries for FIX 4.0 to 5.0 SP2 and FIXT 1.1, used under the QuickFIX Software License. This product includes software developed by quickfixengine.org (http://www.quickfixengine.org/). Enumerated value names are converted to plain text for reading.