QuickFix 术语解释

MarketDepth：Depth of market for Book Snapshot

就是交易软件中 Buy 和 Sell的没有成交的不同价格的档数；一般 显示前5档

英语解释为： A measure of the number of open buy and sell orders for a security or currency at different prices. The depth of market measure provides an indication of the liquidity and depth for that security or currency. The higher the number of buy and sell orders at each price, the higher the depth of the market.

Depth of market data is also known as the order book, since it shows pending orders for a security or currency. This data is available from most exchanges for a fee.

 

Depth of market data is also known as the order book, since it shows pending orders for a security or currency. This data is available from most exchanges for a fee.