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