July 20, 2023September 15, 2023

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.

Files list:
FileAction
FIX Protocol Gap Analysis - Liquidity Indicator Extension rev3_EP278_ASBUILT.pdfViewDownload
FIX Protocol Gap Analysis - Liquidity Indicator Extension rev3_EP278_ASBUILT_changetracked.pdfViewDownload
FIXOrchestra_FIX.Latest_EP278.zipDownload
fixmlschema_FIX.Latest_EP278.zipDownload
FIXUnifiedRepository_FIX.Latest_EP278.zipDownload
FIXBasicRepository_FIX.Latest_EP278.zipDownload
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Total Files6
File Size3.57 MB
Create DateJuly 20, 2023