Type: int
Type of Peg Limit
Added in protocol FIX.4.4
See in: FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
Valid values
| Value | Description | Added |
|---|---|---|
| 0 | Or better (default) – price improvement allowed | FIX.4.4 |
| 1 | Strict – limit is a strict limit | FIX.4.4 |
| 2 | Or worse – for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range) | FIX.4.4 |