Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade

Code Set

DiscretionRoundDirectionCodeSet

ID844
Typeint
If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive
NameValueSynopsisElaborationPedigree
MoreAggressive1More aggressive – on a buy order round the price up to the nearest tick, on a sell round down to the nearest tickAdded FIX.4.4
MorePassive2More passive – on a buy order round down to nearest tick on a sell order round up to nearest tickAdded FIX.4.4
Used in components:

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