Field LastLiquidityInd (851) - FIX Protocol FIX.5.0

Type: int

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.

Added in protocol FIX.4.4

See in: FIX.4.4, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.

Valid values

Value Description Added
1 Added Liquidity FIX.4.4
2 Removed Liquidity FIX.4.4
3 Liquidity Routed Out FIX.4.4

Used in messages