fixparser
Version:
FIX.Latest / 5.0 SP2 Parser
27 lines (26 loc) • 865 B
TypeScript
/**
* Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity.
* - Tag: 851
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const LastLiquidityInd: Readonly<{
readonly NeitherAddedNorRemovedLiquidity: 0;
/** Added Liquidity */
readonly AddedLiquidity: 1;
/** Removed Liquidity */
readonly RemovedLiquidity: 2;
/** Liquidity Routed Out */
readonly LiquidityRoutedOut: 3;
/** Auction execution */
readonly Auction: 4;
readonly TriggeredStopOrder: 5;
readonly TriggeredContingencyOrder: 6;
readonly TriggeredMarketOrder: 7;
readonly RemovedLiquidityAfterFirmOrderCommitment: 8;
readonly AuctionExecutionAfterFirmOrderCommitment: 9;
readonly Unknown: 10;
readonly Other: 11;
}>;