TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
1021MDBookTypeMDBkTypint

Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection


MDBookTypeCodeSet
1=

Top of Book

Added EP-1 [TopOfBook]
2=

Price Depth

Added EP-1 [PriceDepth]
3=

Order Depth

Added EP-1 [OrderDepth]
Added EP7

Used in messages:
[MarketDataIncrementalRefresh][MarketDataSnapshotFullRefresh][SecurityMassStatus][SecurityStatus]

Used in components:
[MarketDataFeedTypes]