Field LastLiquidityInd (851) - FIX Protocol FIX.5.0SP1

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.5.0, 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
4	Auction	FIX.5.0 (57)

Used in messages

ExecutionReport (8)