This extension pack provides a clarification of LastLiquidityInd(851)=0 (Neither added nor removed liquidity) as well as two new values 10=Unknown when the liquidity indicator of the execution cannot be determined or was not provided upon execution and 11=Other when none of the existing liquidity indicators are applicable for the execution.
|FIX Protocol Gap Analysis - Liquidity Indicator Extension rev3_EP278_ASBUILT.pdf|
|FIX Protocol Gap Analysis - Liquidity Indicator Extension rev3_EP278_ASBUILT_changetracked.pdf|
|File Size||3.57 MB|
|Create Date||July 20, 2023|