MarketDepth (Tag = 264, Type: int)

Depth of market for Book Snapshot / Incremental updates

2 and above - book depth (number of levels)

Valid values:

'0'	full book depth
'1'	top of book
'2' ... '100000000000'	book depth (number of levels)

Used in:

• <SecurityTradingRules>
• Trading Session List (BJ)
• Trading Session List Update Report (BS)
• Market Data Request (V)
• Market Data - Snapshot / Full Refresh (W)
• Market Data - Incremental Refresh (X)
• Security Status (f)