{{Quickfixn}} Whats to use for Market Depth {QuoteResponse [type 'AJ'] or MarketDataSnapshotFullRefresh [type 'W']}
KAPIL KUMAR LALWANI
kaplalwani at yahoo.co.in
Mon Aug 27 04:43:40 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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