FIX 4.4 : PegLimitType <837> field

Type: int

Used In

Description

Type of Peg Limit

Valid values:

0 = Or better (default) - price improvement allowed

1 = Strict - limit is a strict limit

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)

Used In

Onix Solutions