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Why are FIX API reports received from the server duplicated?

FIX API reports will be duplicated if you have multiple connections to the API open simultaneously. The server will send a copy of the FIX response to each active connection.

Why is there no HeartBeat response for the QUOTE feed?

This is expected behavior. When quotes are streaming, it negates the need for the heartbeat to be sent.

Is it possible to receive non-aggregated depth of market?

Unfortunately the answer is no, tag 266 is not included in our rules of engagement. To support this it would require a complete overhaul of how the industry works. Spotware receive aggregated prices from brokers, meaning this possibility requires a change to made further upstream. Furthermore due to the contractual agreements and competition brokers are unlikely to want to disclose their liquidity sources. If a broker has good sources, every other broker is going to want to know how, meaning they loose their competitive edge.