WtAverageLiquidity

Tag 410

WtAverageLiquidity

Abbreviation: WtAvgLqdty
TypePercentage
Tag410
AddedFIX.4.2
Used in1 messages

Description

Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage.

Wire Format & Usage Example

Single field (key=value)
410=0.05
In a FIX message (BidRequest)
8=FIX.4.4 | 9=... | 35=k | 49=SENDER | 56=TARGET | 34=1 | 52=20240101-09:30:00.000 |  | 410=0.05 |  | 10=...

Fields are delimited by SOH (ASCII 0x01), shown here as " | ". The highlighted field 410=0.05 is this field's position in the message.

Used in Messages

1