Tag 264
MarketDepth
Abbreviation:
MktDepthDescription
Depth of market for Book Snapshot / Incremental updates
0 - full book depth
1 - top of book
2 and above - book depth (number of levels)
Wire Format & Usage Example
Single field (key=value)
264=1
In a FIX message (MarketDataRequest)
8=FIX.4.4 | 9=... | 35=V | 49=SENDER | 56=TARGET | 34=1 | 52=20240101-09:30:00.000 | … | 264=1 | … | 10=...
Fields are delimited by SOH (ASCII 0x01), shown here as " | ". The highlighted field 264=1 is this field's position in the message.