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Code Set

LiquidityIndTypeCodeSet

ID409
Typeint
PedigreeAdded FIX.4.2
Code to identify the type of liquidity indicator.
NameValueSynopsisElaborationPedigree
FiveDayMovingAverage15-day moving averageAdded FIX.4.2
TwentyDayMovingAverage220-day moving averageAdded FIX.4.2
NormalMarketSize3Normal market sizeAdded FIX.4.2
Other4OtherAdded FIX.4.2
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