Field LastLiquidityInd (851) - FIX Protocol FIX.5.0SP2 EP240

Type: int

Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity.

Added in protocol FIX.4.4

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

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)
5 Triggered stop order FIX.5.0SP2 (223)
6 Triggered contingency order FIX.5.0SP2 (223)
7 Triggered market order FIX.5.0SP2 (223)

Used in messages