FIX 5.0 SP1 : MaxPriceLevels <1090> field

Type: int

Used In

Description

Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit.

Used In

Onix Solutions