Type: float
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.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
Type: float
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.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.