TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
838PegRoundDirectionRndDirint

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


PegRoundDirectionCodeSet
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

Added FIX.4.4 [MoreAggressive]
2=

More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick

Added FIX.4.4 [MorePassive]
Added FIX.4.4
Used in components:
[PegInstructions]