Type: 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)
Added in protocol FIX.4.2
See in: FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.
Type: 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)
Added in protocol FIX.4.2
See in: FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.