TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
1444SideLiquidityIndLqdtyIndint

Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled.


LastLiquidityIndCodeSet
0=

Neither added nor removed liquidity

Subject to bilateral agreement, this value can only be used if none of the specific values apply.

Added EP252 [NeitherAddedNorRemovedLiquidity]
1=

Added Liquidity

Added FIX.4.4 [AddedLiquidity]
2=

Removed Liquidity

Added FIX.4.4 [RemovedLiquidity]
3=

Liquidity Routed Out

Added FIX.4.4 [LiquidityRoutedOut]
4=

Auction execution

Added EP57 Updated EP252 [Auction]
5=

Triggered stop order

Fill was the result of a stop order being triggered and immediately executed.

Added EP223 [TriggeredStopOrder]
6=

Triggered contingency order

Fill was the result of a contingency order (OCO, OTO, OUO) becoming active (after cancelling or updating another order) and being immediately executed.

Added EP223 [TriggeredContingencyOrder]
7=

Triggered market order

Fill was the result of a market order being triggered due to an executable orderbook situation.

Added EP223 [TriggeredMarketOrder]
8=

Removed liquidity after firm order commitment

An order that was submitted for continuous trading that required a firm order commit prior to execution. Conditional order is an alternate term used for such orders.

Added EP252 [RemovedLiquidityAfterFirmOrderCommitment]
9=

Auction execution after firm order commitment

An order that was submitted for auction trading that required a firm order commit prior to execution. Conditional order is an alternate term used for such orders.

Added EP252 [AuctionExecutionAfterFirmOrderCommitment]
Added EP81

Used in components:
[TrdCapRptSideGrp]