FIX 4.4 : PegRoundDirection <838> field

Type: int

Used In

Description

If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive

Valid values:

1 = More aggressive - on a buy order round the price up round up to the nearest tick, on a sell round down to the nearest tick

2 = More passive - on a buy order round down to nearest tick on a sell order round up to nearest tick

Used In

Onix Solutions