Code Set
PegLimitTypeCodeSet
| ID | 837 |
| Type | int |
| Pedigree | Added FIX.4.4 |
Type of Peg Limit
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| OrBetter | 0 | Or better (default) - price improvement allowed | Added FIX.4.4 | |
| Strict | 1 | Strict - limit is a strict limit | Added FIX.4.4 | |
| OrWorse | 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 |
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