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.
| 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] |