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. |
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| 835 | PegMoveType | @MoveTyp | N |
Describes whether peg is static/fixed or floats |
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| 836 | PegOffsetType | @OfstTyp | N |
Type of Peg Offset (e.g. price offset, tick offset etc) |
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| 837 | PegLimitType | @LmtTyp | N |
Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc) |
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| 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) |
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| 840 | PegScope | @Scope | N |
The scope of the "related to" price of the peg (e.g. local, global etc) |
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| 1096 | PegSecurityIDSource | @PegSecurityIDSource | C |
Required if PegSecurityID is specified. |
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| 1097 | PegSecurityID | @PegSecID | C |
Requires PegSecurityIDSource if specified. |
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| 1098 | PegSymbol | @PgSymbl | N |
Defines the common, 'human understood' representation of the security off whose prices the order will Peg. |
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| 1099 | PegSecurityDesc | @PegSecDesc | N |
Security description of the security off whose prices the order will Peg. |
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