Code Set NameData TypeDescriptionPedigree
PegPriceTypeCodeSetint

Defines the type of peg.


1=

Last peg (last sale)

Added EP-1 [LastPeg]
2=

Mid-price peg (midprice of inside quote)

Added EP-1 [MidPricePeg]
3=

Opening peg

Added EP-1 [OpeningPeg]
4=

Market peg

Added EP-1 [MarketPeg]
5=

Primary peg (primary market - buy at bid or sell at offer)

Added EP-1 [PrimaryPeg]
7=

Peg to VWAP

Added EP-1 [PegToVWAP]
8=

Trailing Stop Peg

Added EP-1 [TrailingStopPeg]
9=

Peg to Limit Price

Added EP-1 [PegToLimitPrice]
10=

Short sale minimum price Peg

Short sale minimum price Peg (published price that a short sell order must meet in order to comply with regulatory requirements, e.g. SEC uptick rules).

Added EP123 [ShortSaleMinPricePeg]
Added EP22

Used in fields:
[PegPriceType]