LastLiquidityInd (Tag = 851, Type: int)

Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity.

Valid values:
'0' NeitherAddedNorRemovedLiquidity
'1' AddedLiquidity
'2' RemovedLiquidity
'3' LiquidityRoutedOut
'4' Auction
'5' TriggeredStopOrder
'6' TriggeredContingencyOrder
'7' TriggeredMarketOrder
'8' RemovedLiquidityAfterFirmOrderCommitment
'9' AuctionExecutionAfterFirmOrderCommitment
'10' Unknown
'11' Other

Used in: