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  • Documentation

  • Field

    AggregatedBook

    ID (tag)266
    TypeAggregatedBookCodeSet
    PedigreeAdded FIX.4.2
    Specifies whether or not book entries should be aggregated.

    Valid values:
    Y = one book entry per side per price
    N = Multiple entries per side per price allowed
    (Not specified) = broker option

    Used in messages:

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