FIX Standards
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FIX 4.3
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Overview
Messages
Fields
Components
Parser
Tools
409
LiquidityIndType
Type:
Int
Code to identify the type of liquidity indicator.
Values
Code
Meaning
1
FIVEDAY_MOVING_AVERAGE
2
TWENTYDAY_MOVING_AVERAGE
3
NORMAL_MARKET_SIZE
4
OTHER
Used By
k
Bid Request
ValueOfFutures (408)
WtAverageLiquidity (410)