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FIX TAG 409

LiquidityIndType

intAdded FIX.4.2

Definition

Code to identify the type of liquidity indicator

Compare versions

Differences between the selected source snapshots, including wording and errata; not a migration guide.

FIX 4.2 FIX 4.4

Definition text changed

FIX 4.2

Code to identify the type of liquidity indicator.

FIX 4.4

Code to identify the type of liquidity indicator

Value text or deprecation changed 1

ValueFIX 4.2FIX 4.4
15 day moving average5day moving average

Values 4

ValueMeaning
1

5day moving average

2

20 day moving average

3

Normal Market Size

4

Other

About the int data type

Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23"). Examples: 723 in field 21 would be mapped int as |21=723|. -723 in field 12 would be mapped int as |12=-723| The following data types are based on int.

Used in messages 1

Includes nested components and repeating groups. Open a location to see its surrounding requirements.