Type: int
Code to identify the type of liquidity indicator.
Added in protocol FIX.4.2
See in: FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP2, FIX.5.0SP2 EP240.
Valid values
| Value | Description | Added |
|---|---|---|
| 1 | 5-day moving average | FIX.4.2 |
| 2 | 20-day moving average | FIX.4.2 |
| 3 | Normal market size | FIX.4.2 |
| 4 | Other | FIX.4.2 |