Code Set NameData TypeDescriptionPedigree
LiquidityIndTypeCodeSetint

Code to identify the type of liquidity indicator.


1=

5-day moving average

Added FIX.4.2 [FiveDayMovingAverage]
2=

20-day moving average

Added FIX.4.2 [TwentyDayMovingAverage]
3=

Normal market size

Added FIX.4.2 [NormalMarketSize]
4=

Other

Added FIX.4.2 [Other]
Added FIX.4.2

Used in fields:
[LiquidityIndType]