The Peg Instructions component block is used to tie the price of a security to a market event such as opening price, mid-price, best price. The Peg Instructions block may also be used to tie the price to the behavior of a related security.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 211 | PegOffsetValue | @OfstVal | N | Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType | |||
| 1094 | PegPriceType | @PegPxTyp | N | Defines the type of peg. | |||
| 835 | PegMoveType | @MoveTyp | N | Describes whether peg is static/fixed or floats | |||
| 836 | PegOffsetType | @OfstTyp | N | Type of Peg Offset (e.g. price offset, tick offset etc) | |||
| 837 | PegLimitType | @LmtTyp | N | Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc) | |||
| 838 | PegRoundDirection | @RndDir | N | If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive) | |||
| 840 | PegScope | @Scope | N | The scope of the "related to" price of the peg (e.g. local, global etc) | |||
| 1096 | PegSecurityIDSource | @PegSecurityIDSource | C | Required if PegSecurityID (1097) is specified. | |||
| 1097 | PegSecurityID | @PegSecID | N | Requires PegSecurityIDSource (1096) if specified. | |||
| 1098 | PegSymbol | @PgSymbl | N | ||||
| 1099 | PegSecurityDesc | @PegSecDesc | N | ||||
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