Tag 409
LiquidityIndType
Abbreviation:
LqdtyIndTypDescription
Code to identify the type of liquidity indicator.
Wire Format & Usage Example
Single field (key=value)
409=1 (FiveDayMovingAverage)
In a FIX message (BidRequest)
8=FIX.4.4 | 9=... | 35=k | 49=SENDER | 56=TARGET | 34=1 | 52=20240101-09:30:00.000 | … | 409=1 (FiveDayMovingAverage) | … | 10=...
Fields are delimited by SOH (ASCII 0x01), shown here as " | ". The highlighted field 409=1 (FiveDayMovingAverage) is this field's position in the message.
All valid values
| Wire | Name | Description |
|---|---|---|
409=1 | FiveDayMovingAverage | 5-day moving average |
409=2 | TwentyDayMovingAverage | 20-day moving average |
409=3 | NormalMarketSize | Normal market size |
409=4 | Other | Other |
Enumerated Values
4| Value | Symbolic Name | Description | Added |
|---|---|---|---|
| 1 | FiveDayMovingAverage | 5-day moving average | FIX.4.2 |
| 2 | TwentyDayMovingAverage | 20-day moving average | FIX.4.2 |
| 3 | NormalMarketSize | Normal market size | FIX.4.2 |
| 4 | Other | Other | FIX.4.2 |