MaxPriceLevels (Tag = 1090, Type: 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.

Used in:

• Execution Report (8)
• New Order - Multileg (AB)
• Multileg Order Cancel Replace Request (AC)
• New Order - Single (D)
• New Order - List (E)
• Order Cancel/Replace Request (G)
• New Order - Cross (s)
• Cross Order Cancel/Replace Request (t)

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