Depth of Market

scottnichols_x · October 20, 2004, 5:56pm

Imported from previous forum

scottnichols_x · October 20, 2004, 5:56pm

Hi,
I need to display futures market size for bid/ask, preferably 5 deep each side, but at least for best bid/ask. any suggestions?? Thank you.

Topic		Replies	Views
Bid and Ask side of depth in same message ? imported , fixed-income , xid_165153	3	15	July 11, 2006
Whats to use for Market Depth {QuoteResponse [type 'AJ'] or MarketDataSnapshotFullRefresh [type 'W']} imported , india , xid_169097	1	82	August 1, 2012
MarketDepth question imported , general-qa , xid_168151	5	70	December 15, 2010
MarrketDepth & Aggregated Book imported , general-qa , xid_167615	3	37	July 17, 2008
Mapping of 5 levels of depth with FIX 4.4 message. imported , fixed-income , xid_165151	2	16	July 10, 2006