Type: int
Used to describe the origin of the market data entry.
Added in protocol FIX.4.4 (7)
See in: FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.
Valid values
| Value | Description | Added |
|---|---|---|
| 0 | Book | FIX.4.4 |
| 1 | Off-Book | FIX.4.4 |
| 2 | Cross | FIX.4.4 |
| 3 | Quote driven market | FIX.5.0SP2 (163) |
| 4 | Dark order book | FIX.5.0SP2 (163) |
| 5 | Auction driven market | FIX.5.0SP2 (216) |
| 6 | Quote negotiation | FIX.5.0SP2 (216) |
| 7 | Voice negotiation | FIX.5.0SP2 (228) |
| 8 | Hybrid market | FIX.5.0SP2 (228) |