The Global Technical Committee has reviewed and preliminarily approved the Liquidity Indicator Extension proposal submitted by FIX/FIX Regulatory Reporting WG & FIX Execution Venue Working Group. The document combines independent requirements related to the FIX field LastLiquidity(851) from several FIX working groups in the US and Europe.
The document now enters a public comment period in which public review and feedback is encouraged. Once the public comment period closes, the Global Technical Governance Board will meet to review public comments before final approval.
Please post feedback, comments, and questions as replies to this discussion thread.
A link to the proposal can be found at: https://www.fixtrading.org/packages/fix-protocol-ga-liquidity-indicator-extension/
The public comment period ends on August 7, 2019.