TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
264MarketDepthMktDepthint

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 FIX.4.2

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

Used in components:
[MDIncGrp][MDStatisticParameters][MarketDataFeedTypes]