fixparser/types/fieldtypes/LastLiquidityInd.d.ts

FIX.Latest / 5.0 SP2 Parser / AI Agent Trading

/**
 * 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<{
    /** Neither added nor removed liquidity
        May be used by venues where market rules do not define "add" or "remove" liquidity.
        In the context of the SEC amendment of Regulation NMS Rule 606(b), may be used to identify executions that are only reported as part of total shares executed and not as part of shares providing or removing liquidity (see https://www.sec.gov/rules/final/2018/34-84528.pdf for details). */
    readonly NeitherAddedNorRemovedLiquidity: 0;
    /** Added Liquidity */
    readonly AddedLiquidity: 1;
    /** Removed Liquidity */
    readonly RemovedLiquidity: 2;
    /** Liquidity Routed Out */
    readonly LiquidityRoutedOut: 3;
    /** Auction execution */
    readonly Auction: 4;
    /** Triggered stop order
        Fill was the result of a stop order being triggered and immediately executed. */
    readonly TriggeredStopOrder: 5;
    /** 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. */
    readonly TriggeredContingencyOrder: 6;
    /** Triggered market order
        Fill was the result of a market order being triggered due to an executable orderbook situation. */
    readonly TriggeredMarketOrder: 7;
    /** 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. */
    readonly RemovedLiquidityAfterFirmOrderCommitment: 8;
    /** 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. */
    readonly AuctionExecutionAfterFirmOrderCommitment: 9;
    /** Unknown
        The liquidity indicator of the execution cannot be determined or was not provided upon execution. */
    readonly Unknown: 10;
    /** Other
        None of the existing liquidity indicators are applicable for the execution (e.g. due to a venue's new order type that does not fit existing values). */
    readonly Other: 11;
}>;
export type LastLiquidityInd = (typeof LastLiquidityInd)[keyof typeof LastLiquidityInd];