FIX TAG 410
WtAverageLiquidity
Definition
Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage.
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FIX 4.4 FIX 4.2
| Property | FIX 4.4 | FIX 4.2 |
|---|---|---|
| Type | Percentage | float |
No enumerated values are defined for this field in this source.
About the float data type
Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties.
Used in messages 1
Includes nested components and repeating groups. Open a location to see its surrounding requirements.
35=kBidRequestMessage body