Tag | Field Name | Data Type | Description | Used in |
---|---|---|---|---|
851 | LastLiquidityInd AbbrName: LastLqdtyInd |
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. Valid Values: 1 - Added Liquidity 2 - Removed Liquidity 3 - Liquidity Routed Out 4 - Auction |
ExecutionReport |