FIX Protocol 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 versions
- FIX 4.2 to 5.0 SP2
- Used in
- 17 message types
Tag 264 in each FIX version
Values and message usage as defined in a specific version.
Data type
INT: A whole number without a decimal point. It may be negative.
Example
264=1
Illustrative value. In a message, fields are separated by the SOH character (0x01), often shown as | or ^ in logs.
Decode a message with this tagMessage types that use tag 264
- Market Data Request 35=V
- Market Data Snapshot Full Refresh 35=W
- Market Data Incremental Refresh 35=X
- Derivative Security List 35=AA
- Trading Session List 35=BJ
- Security List Update Report 35=BK
- Security Definition Update Report 35=BP
- Derivative Security List Update Report 35=BR
- Trading Session List Update Report 35=BS
- Market Definition 35=BU
- Market Definition Update Report 35=BV
- Security Mass Status 35=CO
- Market Data Statistics Request 35=DO
- Market Data Statistics Report 35=DP
- Security Definition 35=d
- Security Status 35=f
- Security List 35=y
Covers every version from FIX 4.0 to 5.0 SP2, including fields reached through components and repeating groups. The version pages above show whether the tag is required in each message.
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.