Code Set NameData TypeDescriptionPedigree
PegLimitTypeCodeSetint

Type of Peg Limit


0=

Or better (default) - price improvement allowed

Added FIX.4.4 [OrBetter]
1=

Strict - limit is a strict limit

Added FIX.4.4 [Strict]
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)

Added FIX.4.4 [OrWorse]
Added FIX.4.4

Used in fields:
[PegLimitType]