AggregatedBook (FIX tag 266)

BooleanFIX 4.4FIX 4.2FIX 5.0 SP2

AggregatedBook (tag 266) is a Boolean field defined in FIX 4.4, FIX 4.2 and FIX 5.0 SP2. It appears in 1 message type, always optionally. It is an enumerated field with 2 defined values.

At a glance

Tag: 266
Name: AggregatedBook
Datatype: Boolean (char)
Dialects: FIX 4.4, FIX 4.2 and FIX 5.0 SP2
Messages: 1
Valid values: 2

What the specification says

FIX 4.4

Specifies whether or not book entries should be aggregated.

FIX 4.2

Specifies whether or not book entries should be aggregated.

FIX 5.0 SP2

Specifies whether or not book entries should be aggregated. (Not specified) = broker option

Descriptions are quoted from the FIX Orchestra sources under the Apache 2.0 licence.

A real message using tag 266

MarketDataRequest · FIX 4.4

Tag	Field	Wire value	Meaning
8	BeginString	FIX.4.4
9	BodyLength	120
35	MsgType	V	Market Data Request
49	SenderCompID	BOARTEAM
56	TargetCompID	COUNTERPARTY
34	MsgSeqNum	2
52	SendingTime	20240101-12:00:00.000
262	MDReqID	REQ-1
263	SubscriptionRequestType	0	Snapshot
264	MarketDepth	1
266	AggregatedBook	N	Multiple entries per side per price allowed
267	NoMDEntryTypes1 entry	1	repeating group
269	MDEntryType	0	Bid
146	NoRelatedSym1 entry	1	repeating group
55	Symbol	EUR/USD
10	CheckSum	048

Edit and decode it yourself

Shown with | separators for readability. On the wire FIX uses SOH (0x01), an invisible control byte — and because BodyLength and CheckSum are computed over the actual bytes, the two forms have different checksums. Both are valid and both decode here.

Open in the full decoder →

Generated from the FIX 4.4 dictionary and verified at build time: it parses and validates with no issues. Open the decoder to try your own message.

Valid values

A value outside this list is not a parse error — the message still decodes — but validate() reports it as validate/value-not-in-enum.

Value	Meaning	Symbolic name
Y	one book entry per side per price	YES / BookEntriesToBeAggregated / BOOK_ENTRIES_TO_BE_AGGREGATED
N	Multiple entries per side per price allowed	NO / BookEntriesShouldNotBeAggregated / BOOK_ENTRIES_SHOULD_NOT_BE_AGGREGATED

Where tag 266 appears

Requiredness is a property of the message, not of the field: the same tag can be optional in one message and conditionally required in another.

Message	MsgType	FIX 4.4	FIX 4.2	FIX 5.0 SP2	Where in the message
MarketDataRequest	V	Optional	Optional	Optional	directly on the message body

Wire format

Y or N. Not 1/0, and not true/false. @boarteam/fix keeps the value as a string and, for enumerated fields, reports validate/value-not-in-enum when it is not a defined value.

Read tag 266 in TypeScript

decode.tsts

import { createFixEngine } from "@boarteam/fix";import { dictionary } from "@boarteam/fix-dict-fix44";const fix = createFixEngine(dictionary);const { message, issues } = fix.parse(raw);const aggregatedBook = message.fields[266]?.raw;// e.g. "Y" — one book entry per side per price// The dictionary also carries the labels:const label = fix.dictionary  .fieldByTag(266)  ?.enumValues?.find((e) => e.value === aggregatedBook)  ?.description;

Decode this in your own code

The same engine that produced the decoded example above is an Apache-2.0 npm package with zero runtime dependencies. It runs in Node and in the browser, and parse() returns problems as data instead of throwing.

npm i @boarteam/fix @boarteam/fix-dict-fix44

Try the decoder Source on GitHub