Code Set PegLimitTypeCodeSet Scenario base

SYNOPSIS: Type of Peg Limit

ID Datatype
837int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
837001OrBetter0SYNOPSIS: Or better (default) - price improvement allowed
FIX.4.4
837002Strict1SYNOPSIS: Strict – limit is a strict limit
FIX.4.4
837003OrWorse2SYNOPSIS: 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