Tag | Field Name | Data Type | Description | Used in |
---|---|---|---|---|
1090 | MaxPriceLevels AbbrName: MxPxLvls |
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. | NewOrderSingle OrderCancelReplaceRequest ListOrdGrp NewOrderCross CrossOrderCancelReplaceRequest NewOrderMultileg MultilegOrderCancelReplace ExecutionReport |