fixparser/types/fieldtypes/PegRoundDirection.d.ts

FIX.Latest / 5.0 SP2 Parser

/**
 * If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive
 * - Tag: 838
 * - FIX Specification type: int
 * - Mapped type: number
 * @readonly
 * @public
 */
export declare const PegRoundDirection: Readonly<{
    /** More aggressive - on a buy order round the price up to the nearest tick; on a sell order round down to the nearest tick */
    readonly MoreAggressive: 1;
    /** More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick */
    readonly MorePassive: 2;
}>;