Notes
When a subscription is sent and quotes stream starts with indicative quotes (i.e tag 537 is 0) then user will notice empty depths. For example:
com.apama.marketdata.Depth("USDJPY",[],[],[],[],[],{"15":"USD","167":"FOR",
"35":"S","52":"20091027-09:33:13","537":"0","60":"20091027-09:33:13.394",
"64":"20091029","762":"SPOT","Currency":"USD","Market":"CITI-QUOTE",
"OrdType":"D","OrderQty":"2","Quote":"Y",
"QuoteID":"1##643USDJPY0S--27ktwyqzm.7ob9hR","QuoteReqID":"1",
"QuoteRequestType":"2","QuoteType":"2","SERVICE_NAME":"CITI-FIX"})
And in other scenario's quantity will be shown zero. For example: (i.e starts with tradable quotes and then turns to indicative and so on ...)
com.apama.marketdata.Depth("USDJPY",[.6128],[.6129],[.61285],[0],[0],{"15":"USD",
"167":"FOR","35":"S","52":"20091027-09:33:13","537":"0","60":"20091027-09:33:13.394",
"64":"20091029","762":"SPOT","Currency":"USD","Market":"CITI-QUOTE","OrdType":"D",
"OrderQty":"2","Quote":"Y","QuoteID":"1##643USDJPY0S--27ktwyqzm.7ob9hR",
"QuoteReqID":"1","QuoteRequestType":"2","QuoteType":"2","SERVICE_NAME":"CITI-FIX"})