Type: int
Market condition. In the context of ESMA RTS 8 it is important that trading venues communicate the condition of the market, particularly “stressed” and “exceptional”, in order to provide incentives for firms contributing to liquidity.
Added in protocol FIX.5.0SP2 (229)
Valid values
Value | Description | Added |
---|---|---|
0 | Normal | FIX.5.0SP2 (229) |
1 | Stressed | FIX.5.0SP2 (229) |
2 | Exceptional | FIX.5.0SP2 (229) |