FixMessages::SG_FIX44::LimitType Namespace Reference

Variables
static const int	B2B_STRICT = 1
	Strict - limit is a strict limit = 1.
static const int	OR_BETTER = 0
	Or better (default) - price improvement allowed = 0.
static const int	OR_WORSE = 2
	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) = 2.

Variable Documentation

B2B_STRICT

const int FixMessages::SG_FIX44::LimitType::B2B_STRICT = 1

static

Strict - limit is a strict limit = 1.

OR_BETTER

const int FixMessages::SG_FIX44::LimitType::OR_BETTER = 0

static

Or better (default) - price improvement allowed = 0.

OR_WORSE

const int FixMessages::SG_FIX44::LimitType::OR_WORSE = 2

static

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) = 2.