Tag | Field Name | Data Type | Description | Used in |
---|---|---|---|---|
838 | PegRoundDirection AbbrName: RndDir |
int | If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive Valid Values: 1 - More aggressive - on a buy order round the price up to the nearest tick; on a sell order round down to the nearest tick 2 - More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick |
PegInstructions |