Tag 266
AggregatedBook
Abbreviation:
Description
Specifies whether or not book entries should be aggregated.
Wire Format & Usage Example
Single field (key=value)
266=Y (BookEntriesToBeAggregated)
In a FIX message (MarketDataRequest)
8=FIX.4.4 | 9=... | 35=V | 49=SENDER | 56=TARGET | 34=1 | 52=20240101-09:30:00.000 | … | 266=Y (BookEntriesToBeAggregated) | … | 10=...
Fields are delimited by SOH (ASCII 0x01), shown here as " | ". The highlighted field 266=Y (BookEntriesToBeAggregated) is this field's position in the message.
All valid values
| Wire | Name | Description |
|---|---|---|
266=Y | BookEntriesToBeAggregated | one book entry per side per price |
266=N | BookEntriesShouldNotBeAggregated | Multiple entries per side per price allowed |
Enumerated Values
2| Value | Symbolic Name | Description | Added |
|---|---|---|---|
| Y | BookEntriesToBeAggregated | one book entry per side per price | FIX.4.4 |
| N | BookEntriesShouldNotBeAggregated | Multiple entries per side per price allowed | FIX.4.4 |