LastLiquidityInd¶
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enum class roq::fix::LastLiquidityInd¶
FIX LastLiquidityInd <851> field.
Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus <39> of ‘Partial’ or ‘Filled’
Values:
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enumerator UNDEFINED¶
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enumerator UNKNOWN¶
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enumerator ADDED_LIQUIDITY¶
1 = Added Liquidity
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enumerator REMOVED_LIQUIDITY¶
2 = Removed Liquidity
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enumerator LIQUIDITY_ROUTED_OUT¶
3 = Liquidity Routed Out
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enumerator AUCTION¶
4 = Auction
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enumerator UNDEFINED¶