Field WtAverageLiquidity (410) - FIX Protocol FIX.5.0SP2 EP240

Type: Percentage

Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage.

Added in protocol FIX.4.2

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