FIX 4.4 : LastLiquidityInd <851> field

Type: int

Used In

Description

Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus <39> of Partial or Filled.

Valid values:

1 = Added Liquidity

2 = Removed Liquidity

3 = Liquidity Routed Out

Used In

Onix Solutions