PegLimitType <837> field – FIX 5.0 SP1 – FIX Dictionary

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FIX 5.0 SP1 : PegLimitType <837> field
Type: int

Type of Peg Limit

Valid values:

0 = Or better (default) - price improvement allowed

1 = Strict - limit is a strict limit

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)

FIX 5.0 SP1 : PegLimitType <837> field