Code Set
DiscretionRoundDirectionCodeSet
| ID | 844 |
| Type | int |
| Pedigree | Added FIX.4.4 |
If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| MoreAggressive | 1 | More aggressive - on a buy order round the price up to the nearest tick; on a sell round down to the nearest tick | Added FIX.4.4 | |
| MorePassive | 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 |
Used in components:
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