Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrderEventType (1796) values of 4(Partially Filled) or 5(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 |