Tag 851
LastLiquidityInd
Abbreviation:
LastLqdtyIndDescription
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.
Wire Format & Usage Example
Single field (key=value)
851=1 (AddedLiquidity)
In a FIX message (ExecutionReport)
8=FIX.4.4 | 9=... | 35=8 | 49=SENDER | 56=TARGET | 34=1 | 52=20240101-09:30:00.000 | … | 851=1 (AddedLiquidity) | … | 10=...
Fields are delimited by SOH (ASCII 0x01), shown here as " | ". The highlighted field 851=1 (AddedLiquidity) is this field's position in the message.
All valid values
| Wire | Name | Description |
|---|---|---|
851=1 | AddedLiquidity | Added Liquidity |
851=2 | RemovedLiquidity | Removed Liquidity |
851=3 | LiquidityRoutedOut | Liquidity Routed Out |
Enumerated Values
3| Value | Symbolic Name | Description | Added |
|---|---|---|---|
| 1 | AddedLiquidity | Added Liquidity | FIX.4.4 |
| 2 | RemovedLiquidity | Removed Liquidity | FIX.4.4 |
| 3 | LiquidityRoutedOut | Liquidity Routed Out | FIX.4.4 |