<PegInstructions> Component Block

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	Requires PegSecurityIDSource (1096) if specified.
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 is specified.
1097	PegSecurityID	@PegSecID	C	Requires PegSecurityIDSource if specified.
1098	PegSymbol	@PgSymbl	N	Defines the common, 'human understood' representation of the security off whose prices the order will Peg.
1099	PegSecurityDesc	@PegSecDesc	N	Security description of the security off whose prices the order will Peg.