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

James Downs jcdowns at connamara.com
Mon Aug 27 05:10:43 PDT 2012


Kapil Kumar Lalwani,
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Jim

On Mon, Aug 27, 2012 at 6:43 AM, KAPIL KUMAR LALWANI <kaplalwani at yahoo.co.in
> wrote:

> 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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>


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