Field PegLimitType (837) - FIX Protocol FIX.5.0

Type: int

Type of Peg Limit

Added in protocol FIX.4.4

See in: FIX.4.4, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.

Valid values

Value Description Added
0 Or better (default) - price improvement allowed FIX.4.4
1 Strict - limit is a strict limit FIX.4.4
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.4.4

Used in components