FIX 5.0 SP1 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 5.0 SP1
- Used in
- 12 message types
Data type
INT: A whole number without a decimal point. It may be negative.
FIX 5.0 SP1 message types that use tag 264
| MsgType | Message | Use in the message |
|---|---|---|
| V | Market Data Request | Required |
| W | Market Data Snapshot Full Refresh | Optional |
| X | Market Data Incremental Refresh | Optional, in group NoMDEntries (268) |
| AA | Derivative Security List | Optional, in group NoMDFeedTypes (1141) |
| BJ | Trading Session List | Optional, in group NoMDFeedTypes (1141) |
| BK | Security List Update Report | Optional, in group NoMDFeedTypes (1141) |
| BP | Security Definition Update Report | Optional, in group NoMDFeedTypes (1141) |
| BR | Derivative Security List Update Report | Optional, in group NoMDFeedTypes (1141) |
| BS | Trading Session List Update Report | Optional, in group NoMDFeedTypes (1141) |
| d | Security Definition | Optional, in group NoMDFeedTypes (1141) |
| f | Security Status | Optional |
| y | Security List | Optional, in group NoMDFeedTypes (1141) |
Also in other versions
Tag 264 across all FIX versions
Decode a message with this tagField 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.