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Session
PreTrade
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PostTrade
Infrastructure

Field

MaxPriceLevels

ID (tag)1090
Typeint
PedigreeAdded EP22
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.

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