Field LiquidityIndType (409) - FIX Protocol FIX.5.0

Type: int

Code to identify the type of liquidity indicator.

Added in protocol FIX.4.2

See in: FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.

Valid values

Value Description Added
1 5-day moving average FIX.4.2
2 20-day moving average FIX.4.2
3 Normal market size FIX.4.2
4 Other FIX.4.2

Used in messages