FIX Protocol Tag 851: LastLiquidityInd
LastLiquidityInd is an integer field used in one FIX message type: Execution Report (35=8). It is defined in FIX 4.4 to 5.0 SP2 and has 12 enumerated values.
- Tag number
- 851
- Data type
- INT
- FIX versions
- FIX 4.4 to 5.0 SP2
- Used in
- 1 message type
Tag 851 in each FIX version
Values and message usage as defined in a specific version.
Data type
INT: A whole number without a decimal point. It may be negative.
Valid values
12 enumerated values across all FIX versions.
| Value | Meaning | FIX versions |
|---|---|---|
| 0 | Neither added nor removed liquidity | 5.0 SP2 |
| 1 | Added liquidity | All |
| 2 | Removed liquidity | All |
| 3 | Liquidity routed out | All |
| 4 | Auction | 5.0 SP1, 5.0 SP2 |
| 5 | Triggered stop order | 5.0 SP2 |
| 6 | Triggered contingency order | 5.0 SP2 |
| 7 | Triggered market order | 5.0 SP2 |
| 8 | Removed liquidity after firm order commitment | 5.0 SP2 |
| 9 | Auction execution after firm order commitment | 5.0 SP2 |
| 10 | Unknown | 5.0 SP2 |
| 11 | Other | 5.0 SP2 |
Example
851=0
Illustrative value. In a message, fields are separated by the SOH character (0x01), often shown as | or ^ in logs.
Decode a message with this tagMessage types that use tag 851
- Execution Report 35=8
Covers every version from FIX 4.0 to 5.0 SP2, including fields reached through components and repeating groups. The version pages above show whether the tag is required in each message.
Field and message data comes from the QuickFIX data dictionaries for FIX 4.0 to 5.0 SP2 and FIXT 1.1, used under the QuickFIX Software License. This product includes software developed by quickfixengine.org (http://www.quickfixengine.org/). Enumerated value names are converted to plain text for reading.