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FIX TAG 410

WtAverageLiquidity

PercentageAdded FIX.4.2

Definition

Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage.

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

FIX 4.2 FIX 4.4

PropertyFIX 4.2FIX 4.4
TypefloatPercentage

No enumerated values are defined for this field in this source.

About the Percentage data type

float field representing a percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). Note the number of decimal places may vary.

Used in messages 1

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