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) |