FIX 5.0 SP1 : LastLiquidityInd <851> field

Type: int

Used In

Description

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.

Valid values:

1 = Added Liquidity

2 = Removed Liquidity

3 = Liquidity Routed Out

4 = Auction

Used In

Onix Solutions