Matching host provides separate items for 'Top of Book' and 'Depth of Book' using OMM 'Market by Price'. Use com.apama.marketdata.SubscribeTick and com.apama.marketdata.SubscribeDepth respectively.

Aggregate "worst" Prices are only provided in Market By Price model type with FIDs BID(22) and ASK(25) and are only available as screened prices updates. Aggregate price represent lowest bid and highest offer away from Best Quote reqired to obtain Standard Quantity. Standard amount varies based on currency pair. Aggregate price will only display a rate which is within a pre-defined threshold from Best Quote.