Field MaxPriceLevels (1090) - FIX Protocol FIX.5.0SP2 EP240

Type: int

Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit.

Added in protocol FIX.4.4 (22)

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