Type: int
If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive
Added in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.
Valid values
| Value | Description | Added |
|---|---|---|
| 1 | More aggressive – on a buy order round the price up to the nearest tick; on a sell order round down to the nearest tick | FIX.4.4 |
| 2 | More passive – on a buy order round down to the nearest tick; on a sell order round up to the nearest tick | FIX.4.4 |