FIX.Latest_EP292 Code Set #LiquidityIndTypeCodeSet

Code Set Name

Data Type

Description

Pedigree

LiquidityIndTypeCodeSet

int

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]