Code Set LiquidityIndTypeCodeSet Scenario base

SYNOPSIS: Code to identify the type of liquidity indicator.

ID Datatype
409int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
409001FiveDayMovingAverage1SYNOPSIS: 5 day moving average
FIX.4.2
409002TwentyDayMovingAverage2SYNOPSIS: 20 day moving average
FIX.4.2
409003NormalMarketSize3SYNOPSIS: Normal Market Size
FIX.4.2
409004Other4SYNOPSIS: Other
FIX.4.2