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