[Quickfix-developers] MarketDepth field

[Mike H. <mi...@an...>]

Hi all,

The FIX::MarketDepth field (264) as used in a Market Data Request
Message has the following FIX field description:

Depth of market for Book Snapshot
Valid values:
0 =3D Full Book
1 =3D Top of Book
N>1 =3D Report best N price tiers of data

However the FIX43.xml + FIX42.xml definitions only show two valid
values:

<field number=3D"264" name=3D"MarketDepth" type=3D"INT">
  <value enum=3D"0" description=3D"FULL_BOOK" />
  <value enum=3D"1" description=3D"TOP_OF_BOOK" />

What should the Data Dictionary Entry look like ? as any value over 1
gives a 'value out of range for this tag' error.

Cheers
Mike