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851 LastLiquidityInd

Type: 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 (39) of 'Partial' or 'Filled'.

Values

CodeMeaning
0Neither added nor removed liquidity
1Added Liquidity
2Removed Liquidity
3Liquidity Routed Out
4Auction execution
5Triggered stop order
6Triggered contingency order
7Triggered market order
8Removed liquidity after firm order commitment
9Auction execution after firm order commitment
10Unknown
11Other