Field MaxPriceLevels Scenario base
SYNOPSIS:
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.
| ID |
Abbr |
Datatype |
| 1090 | MxPxLvls | int |
Pedigree
| Added |
EP |
Updated |
EP |
Deprecated |
EP |
| FIX.4.4 | 22 | | | | |