Code Set DiscretionRoundDirectionCodeSet Scenario base

SYNOPSIS: If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive

ID Datatype
844int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
844001MoreAggressive1SYNOPSIS: More aggressive – on a buy order round the price up round up to the nearest tick, on a sell round down to the nearest tick
✓FIX.4.4
844002MorePassive2SYNOPSIS: More passive – on a buy order round down to nearest tick on a sell order round up to nearest tick
✓FIX.4.4