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.

ID Datatype
851int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
851001NeitherAddedNorRemovedLiquidity0SYNOPSIS: Neither added nor removed liquidity
ELABORATION: Subject to bilateral agreement, this value can only be used if none of the specific values apply.
✓FIX.5.0SP2252
851002AddedLiquidity1SYNOPSIS: Added Liquidity
✓FIX.4.4
851003RemovedLiquidity2SYNOPSIS: Removed Liquidity
✓FIX.4.4
851004LiquidityRoutedOut3SYNOPSIS: Liquidity Routed Out
✓FIX.4.4
851005Auction4SYNOPSIS: Auction execution
✓FIX.5.057FIX.5.0SP2252
851006TriggeredStopOrder5SYNOPSIS: Triggered stop order
ELABORATION: Fill was the result of a stop order being triggered and immediately executed.
✓FIX.5.0SP2223
851007TriggeredContingencyOrder6SYNOPSIS: Triggered contingency order
ELABORATION: Fill was the result of a contingency order (OCO, OTO, OUO) becoming active (after cancelling or updating another order) and being immediately executed.
✓FIX.5.0SP2223
851008TriggeredMarketOrder7SYNOPSIS: Triggered market order
ELABORATION: Fill was the result of a market order being triggered due to an executable orderbook situation.
✓FIX.5.0SP2223
851009RemovedLiquidityAfterFirmOrderCommitment8SYNOPSIS: Removed liquidity after firm order commitment
ELABORATION: An order that was submitted for continuous trading that required a firm order commit prior to execution. "Conditional order" is an alternate term used for such orders.
✓FIX.5.0SP2252
851010AuctionExecutionAfterFirmOrderCommitment9SYNOPSIS: Auction execution after firm order commitment
ELABORATION: An order that was submitted for auction trading that required a firm order commit prior to execution. "Conditional order" is an alternate term used for such orders.
✓FIX.5.0SP2252