Why do some FIX Market Data messages show zeros for all fields?
Zeros appear when an order is canceled, and the feed reflects its removal from the book.
This behavior occurs when a posted order is entered and then canceled, leaving no orders on that side of the book. For example, if a client creates an offer in BROS and then cancels it, the Market Data update must show the offer has been removed. The result is a FIX message with zeros in both price and size fields, matching the example provided.