MarketDepth (Tag = 264, 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)

Used in:

• <MDIncGrp>
• <MarketDataFeedTypes>
• <MDStatisticParameters>
• MarketDataRequest (V)
• MarketDataSnapshotFullRefresh (W)
• SecurityStatus (f)
• SecurityMassStatus (CO)