Re: [Quickfix-developers] MarketDepth field

[Oren M. <ore...@ya...>]

You should remove those enumerations from the XML.  When enumerations exist, QF treats that as a range.  Anything outside the range is invalid.  This field looks like an oddity where it is saying that if the value is 0 or 1, it's an enumeration, anything higher is an integer.  Wierd. If you remove the enumerations then any valid integer will be allowed, which is the behavior we want.  You can still do comparisons against MarketDepth.FULL_BOOK and MarketDepth.TOP_OF_BOOK
Mike Hepburn <mi...@an...> wrote: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 = Full Book
1 = Top of Book
N>1 = Report best N price tiers of data

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





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

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