fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
18 lines (17 loc) • 577 B
TypeScript
/**
* Type of Peg Limit
* - Tag: 837
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const PegLimitType: Readonly<{
/** Or better (default) - price improvement allowed */
readonly OrBetter: 0;
/** Strict - limit is a strict limit */
readonly Strict: 1;
/** Or worse - for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range) */
readonly OrWorse: 2;
}>;
export type PegLimitType = (typeof PegLimitType)[keyof typeof PegLimitType];