Code Set LastLiquidityIndCodeSet Scenario base

SYNOPSIS: Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled.

ID Datatype
851int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
851001AddedLiquidity1SYNOPSIS: Added Liquidity
✓FIX.4.4
851002RemovedLiquidity2SYNOPSIS: Removed Liquidity
✓FIX.4.4
851003LiquidityRoutedOut3SYNOPSIS: Liquidity Routed Out
✓FIX.4.4