Type: int
Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled.
Added in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2 EP240.
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 (EP 57) |