Type: Boolean
Specifies whether or not book entries should be aggregated. (Not specified) = broker option
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.
Valid values
| Value | Description | Added |
|---|---|---|
| N | book entries should not be aggregated | FIX.4.4 (34) |
| Y | book entries to be aggregated | FIX.4.4 (34) |