Code Set
LiquidityIndTypeCodeSet
| ID | 409 |
| Type | int |
Code to identify the type of liquidity indicator.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| FiveDayMovingAverage | 1 | 5 day moving average | Added FIX.4.2 | |
| TwentyDayMovingAverage | 2 | 20 day moving average | Added FIX.4.2 | |
| NormalMarketSize | 3 | Normal Market Size | Added FIX.4.2 | |
| Other | 4 | Other | Added FIX.4.2 |
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