{{Quickfixn}} Whats to use for Market Depth {QuoteResponse [type 'AJ'] or MarketDataSnapshotFullRefresh [type 'W']}

KAPIL KUMAR LALWANI kaplalwani at yahoo.co.in
Wed Aug 1 21:45:45 PDT 2012


Hi, 
I want best 5 data along with the quote data. So which one is better
 to use QuoteResponse [type 'AJ'] or MarketDataSnapshotFullRefresh [type
 'W']. Because both contain the InstrumentLeg group, in which I can send
 the data for 5 Bids and 5 Offers.




Kapil Kumar Lalwani

“Enjoy the WORK you do, Do the BEST you can.” 
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