Code Set PegRoundDirectionCodeSet Scenario base

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

ID Datatype
838int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
838001MoreAggressive1SYNOPSIS: More aggressive - on a buy order round the price up to the nearest tick; on a sell order round down to the nearest tick
✓FIX.4.4
838002MorePassive2SYNOPSIS: More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick
✓FIX.4.4